We subscribe to Level2 and cache the book in our application. We noticed that sometime we receive CLAER_CACHE and do not receive REFRESH_COMPLETE for a Level2 Market Maker domain. After few minutes we start receiving Updates messages without receiving REFRESH_COMPLETE. Is this an expected behavior, if yes then how do we know that we got the initial book completely. We usually notice this happens for RICs which are subscribed before market open.
We rely on REFRESH_COMPLETE as an indication of completion of book message. Please share if you experienced such behavior, if yes any suggestions/work-arounds.
I recommend you enable low level trace for the RSSL connection and capture the above occurence in the trace.
You can then raise a Premium Support ticket and provide the Trace files so they can investigate this off line in more detail - involving the Elektron team if required.
The config parameters required to enable the low level trace depends on which RFA version you are using C++ / Java / .NET
For RFA C++ or .NET see this existing post on how to enable trace.
For RFA Java you will need to set the ipcTrace Flag in your config for the RSSL connection you are using e.g.
<node name="consConnection"> <map> <entry key="connectionType" value="RSSL"/> <entry key="serverList" value="<yourServer>"/> <entry key="portNumber" value="14002"/> <entry key="mountTrace" value="true"/> <entry key="ipcTraceFlags" value="7"/> <entry key="logFileName" value="rfa.log"/> </map> </node>