Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • Elektron /

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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

avatar image
REFINITIV
Question by Xiao.Xiao · Jun 25, 2019 at 12:14 PM · elektronrefinitiv-realtimeelektron-sdkrdp-apiupdate-messageconflation

How to set ConflationInfo?

    The updates we received doesn’t seem to respect the ConflationInfo requested. For the request below:

      SENT:

      {

      "ConflationInfo":{

      "Count":1,

      "Time":1000

      },

      "ID":2,

      "Key":{

      "Name":"/IBM.N" (I am using this for now as I am waiting for real-time feed entitlement)

      }, …}

      The consecutive updates we received has timestamps:

      "SALTIM":"14:13:54",

      "SALTIM":"14:14:57",

      "SALTIM":"14:15:53",

                                Another example:

                                "SALTIM":"16:16:45",

                                "SALTIM":"16:17:12",

                                "SALTIM":"16:18:58",

                                "SALTIM":"16:19:27",

                                People who like this

                                0 Show 0
                                Comment
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                7 Replies

                                • Sort: 
                                avatar image
                                REFINITIV
                                Best Answer
                                Answer by umer.nalla · Jun 25, 2019 at 12:24 PM

                                Hi @Xiao.Xiao

                                You cannot specify a Conflation time in your Request Msg, you can only specify the following Conflation related attribute in your Request Msg

                                ConfInfoInUpdates boolean Specifies whether the consumer wants ConflationInfo in updates. ConfInfoInUpdates defaults to false.

                                If you set the above in your Request Message, you can receive the following in your Update responses:

                                ConflationInfo object When requested, provides the information about any conflation logic that may have been applied to this event.

                                If you want to receive data with different conflation rates, you need to ask your Market Data team if they can create a Conflated service for you which meets your requirements.

                                Comment

                                People who like this

                                0 Show 0 · Share
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                avatar image
                                REFINITIV
                                Answer by Xiao.Xiao · Jun 25, 2019 at 12:40 PM

                                @Umer Nalla I set this variable but I don't think I get what the conflation logic. Something wrong with my request?

                                SENT: { "ConfInfoInUpdates":true, "ID":2, "Key":{ "Name":"/IBM.N" }, "View":[ "TRDPRC_1", "TRDTIM_1", "SALTIM", "EXCHTIM", "TRADE_DATE", "ACVOL_UNS", "BID", "ASK", "CURRENCY", "ASK_TM_NS", "BID_TM_NS" ] }

                                RECEIVED: [ { "DoNotConflate":true, "Fields":{ "ACVOL_UNS":212538, "ASK":138.63, "BID":138.6, "EXCHTIM":"16:23:04", "SALTIM":"16:23:04", "TRDPRC_1":138.61, "TRDTIM_1":"16:23:00" }, "ID":2, "Key":{ "Name":"/IBM.N", "Service":"ELEKTRON_DD" }, "SeqNumber":3518, "Type":"Update", "UpdateType":"Multiple" } ]

                                Comment

                                People who like this

                                0 Show 0 · Share
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                avatar image
                                REFINITIV
                                Answer by umer.nalla · Jun 25, 2019 at 01:28 PM

                                Hi @Xiao.Xiao

                                Can you confirm if the service you are consuming from is actually a truly Conflated service?

                                I do not have an ADS with a Conflated service to test with at this point in time - so cannot confirm this, but I suspect that the service you are consuming from is not conflated and therefore you do not receive any Conflation information in the Updates.

                                In the Refresh Message what do you see for Qos - Timeliness and Rate ?

                                You included an example update with the "DoNotConflate" attribute - which indicates that the update includes Trade data and therefore should not be conflated. This may also indicate that you are consuming from a JitConflated service i.e. Just-in-time conflated, meaning that quality is typically tick-by-tick, but if burst data occurs (or if a component cannot keep up with tick-by-tick delivery), multiple updates are combined into a single update to reduce traffic. This value is usually considered a lower quality than TickByTick

                                If you were consuming from a truly conflated service, then the Rate would be indicated as TimeConflated along with a RateInfo value indicating the Conflation interval.

                                Comment

                                People who like this

                                0 Show 0 · Share
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                avatar image
                                REFINITIV
                                Answer by Xiao.Xiao · Jun 25, 2019 at 01:56 PM

                                Hi @Umer Nalla

                                thanks for the explanation, here is the Qos:

                                "Qos":{ "Rate":"JitConflated", "Timeliness":"Realtime" }

                                as you suspected...

                                So just to confirm my understanding:

                                • the gaps between consecutive timestamps in my original post, where the updates are around 30 seconds, are due to "burst data occurs" (?) Is it possible for users to control the update interval in some way?
                                • the behavior we see here indicates that I don't have conflated service to start with
                                • even if I had, the conflation cannot be configured by users but the Market Data team
                                Comment

                                People who like this

                                0 Show 0 · Share
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                avatar image
                                REFINITIV
                                Answer by umer.nalla · Jun 26, 2019 at 05:02 AM

                                Hi @Xiao.Xiao

                                • The gaps could be because you are using a View and the updates to the fields in your view are not occuring more often and / or that particular RIC is not that active. It could also be because Msg Packing is enabled on the ADS you are connecting. I am not a TREP expert and you have not provided enough data - so cannot confirm if this is the cause.
                                • You are most likely connecting to a Bandwidth optimised Trade Safe feed which is i.e. upto 3 (non-trade) Updates a second + all Trade updates
                                • If you are connecting to ERT in Cloud, then the Trade Safe BoN feed is all that is currently available. If you are connecting to a TREP, you can ask your Market Data team to configured a different conflation rate service for you.

                                A user cannot configure the conflation rate from his application - since it can require considerable processing power for the TREP components to Conflate data - and so it left in the hands of the Market Data team to configure, so they can access the potential impact on performance etc before adding a conflated service.

                                Comment

                                People who like this

                                0 Show 0 · Share
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                avatar image
                                REFINITIV
                                Answer by Xiao.Xiao · Jun 26, 2019 at 09:48 AM

                                thanks @Umer Nalla, may I have one more follow up on the first point? I really appreciate that!

                                The gaps has been there regardless of the variation of query I sent. For the example, these gaps were observed without using VIEW and the RIC I was looking at is IBM.N durning market hours - I was surprised that a constantly traded big cap like IBM only have a few updates...

                                Please let me know how to check the enabled MsgPacking, but this is the response from the authentication step:

                                RECEIVED: [ { "Domain":"Login", "Elements":{ "MaxMsgSize":61430, "PingTimeout":30 }, "ID":1, "Key":{ "Elements":{ "AllowSuspectData":1, "ApplicationId":"256", "ApplicationName":"ADS", "AuthenticationErrorCode":0, "AuthenticationErrorText":{ "Data":null, "Type":"AsciiString" }, "AuthenticationTTReissue":1561480846, "Position":"10.194.238.132/u6065010-tpm-a.ten.thomsonreuters.com", "ProvidePermissionExpressions":1, "ProvidePermissionProfile":0, "SingleOpen":1, "SupportBatchRequests":7, "SupportEnhancedSymbolList":1, "SupportOMMPost":1, "SupportOptimizedPauseResume":0, "SupportPauseResume":0, "SupportStandby":0, "SupportViewRequests":1 }, "Name":"AQIC5wM2LY4SfcxRdBbl%2B8dgyd%2BWx0aChwHOX0vyMMQa05E%3D%40AAJTSQACNDAAAlNLABQtODAwODE1MjU3ODgzODY3MDg1MAACUzEAAjM4%23" }, "State":{ "Data":"Ok", "Stream":"Open", "Text":"Login accepted by host ads-premium-az2-blue-9-main-prd.use1-az2." }, "Type":"Refresh" } ]

                                Comment

                                People who like this

                                0 Show 0 · Share
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                avatar image
                                REFINITIV
                                Answer by umer.nalla · Jun 26, 2019 at 10:12 AM

                                Hi @Xiao.Xiao

                                Based on the most recent bit of information you have provided, you are connecting to ERT in Cloud and this operates a Bandwidth optimized Tradesafe conflation as I described earlier i.e. a upto 3 Updates a second - but it wont conflate Trade type updates - so you will receive all Trades even if that exceeds the 3 update limit.

                                If you believe you are missing information, you should raise a ticket with the Content helpdesk and ask them to confirm the tick history for your instrument.

                                Comment

                                People who like this

                                0 Show 0 · Share
                                10 |1500 characters needed characters left characters exceeded
                                ▼
                                • Viewable by all users
                                • Viewable by moderators
                                • Viewable by moderators and the original poster
                                • Advanced visibility
                                Viewable by all users

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

                                Watch this question

                                Add to watch list
                                Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
                                6 People are following this question.

                                Related Questions

                                Market Holiday API in EDP!

                                This is a test question

                                MRN TimeStamp FIDs

                                Streaming data is missing update events

                                Submit RIC "/TRI.N" vs "TRI.N"

                                • Copyright
                                • Cookie Policy
                                • Privacy Statement
                                • Terms of Use
                                • Anonymous
                                • Sign in
                                • Create
                                • Ask a question
                                • Spaces
                                • Alpha
                                • App Studio
                                • Block Chain
                                • Bot Platform
                                • Connected Risk APIs
                                • DSS
                                • Data Fusion
                                • Data Model Discovery
                                • Datastream
                                • Eikon COM
                                • Eikon Data APIs
                                • Electronic Trading
                                  • Generic FIX
                                  • Local Bank Node API
                                  • Trading API
                                • Elektron
                                  • EMA
                                  • ETA
                                  • WebSocket API
                                • Intelligent Tagging
                                • Legal One
                                • Messenger Bot
                                • Messenger Side by Side
                                • ONESOURCE
                                  • Indirect Tax
                                • Open Calais
                                • Open PermID
                                  • Entity Search
                                • Org ID
                                • PAM
                                  • PAM - Logging
                                • ProView
                                • ProView Internal
                                • Product Insight
                                • Project Tracking
                                • RDMS
                                • Refinitiv Data Platform
                                  • Refinitiv Data Platform Libraries
                                • Rose's Space
                                • Screening
                                  • Qual-ID API
                                  • Screening Deployed
                                  • Screening Online
                                  • World-Check One
                                  • World-Check One Zero Footprint
                                • Side by Side Integration API
                                • TR Knowledge Graph
                                • TREP APIs
                                  • CAT
                                  • DACS Station
                                  • Open DACS
                                  • RFA
                                  • UPA
                                • TREP Infrastructure
                                • TRKD
                                • TRTH
                                • Thomson One Smart
                                • Transactions
                                  • REDI API
                                • Velocity Analytics
                                • Wealth Management Web Services
                                • Workspace SDK
                                  • Element Framework
                                  • Grid
                                • World-Check Data File
                                • 中文论坛
                                • Explore
                                • Tags
                                • Questions
                                • Badges