For a deeper look into our Elektron API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 3 2 4

Accessing provider generated timestamps and the role of \Control\MessagePools\OMMItemEventPool\enableOMMEventAge

Hi


I'm sourcing level I (top of book) data from TREP and would like to know the timestamp of the market event that led to each update I receive from TREP. How can I access this provider generated timestamp?

On the event data structure in the .NET api, each ThomsonReuters.RFA.Common.Event has an EventAge property, enabled by the config key

\Control\MessagePools\OMMItemEventPool\enableOMMEventAge

However, this property is often 0 or lower than what I'd expect from network transit delays.

How is the EventAge property defined, and how do I access the provider generated event timestamps?

Sincerely

Anders A. Søndergaard

elektronrefinitiv-realtimeelektron-sdktrep.net
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
7.6k 15 6 9

@ansn

RFA does not provide the time stamp you mentioned. Event in this case is RFA internal event/message. The Event Age is the number of milliseconds since RFA created the Event. The method will return -1 if enableOMMEventAge configuration parameter is false. To enable the functionality, enableOMMEventAge need to be set to true.

The amount of time returned from the getEventAge method is the time difference between the time when the event is received from the connection and the time when the application calls the method (both at the receiver side). This means the event age is measured from the moment the event is created at the receiver side (e.g. a consumer) rather than the time when the event is created on the sender side (e.g. a provider/TREP). Please note that the enableOMMEventAge parameter of a RSSL connection must be set to true to enable this feature; otherwise, -1 is returned from the methods.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
1 3 2 4

I think I found a partial answer here

https://community.developers.refinitiv.com/questions/35398/ema-chow-to-get-the-timestamp-when-i-reveive-refre.html

Does the naming of the timestamp field depend on the provider?

I still don't understand the purpose of EventAge.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

The timestamp mentioned in the post is one of the fields provided by the data feed. So it depends on Exchange or Provider to use the field or it may use another field to provide the time stamp.

Upvotes
1 3 2 4

Thanks a lot for the clarification.

I'll assume that the naming of the timestamp fields is provider specific and mark your question as the accepted answer.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.