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question

Upvotes
Accepted
26 8 20 22

Streaming data is missing update events

Hi team,

I am trying to run MarketPrice code with Streaming enabled with the following request:

{
  "ID": 2,
  "View": [
    "BID",
    "BIDSIZE",
    "ASK",
    "ASKSIZE",
    "BID_ASK_DT",
    "VWAP",
    "TRDPRC_1",
    "ACVOL_1"
  ],
  "Key": {"Name": "/IBM.N"}
}

The refresh message looks like below:

[{
  "Type": "Refresh",
  "Fields": {
    "TRDPRC_1": 133,
    "ASKSIZE": 0,
    "VWAP": 133.3776,
    "ASK": 0,
    "ACVOL_1": 833842,
    "BID_ASK_DT": "2019-08-20",
    "BID": 0,
    "BIDSIZE": 0
  },
  "Qos": {
    "Rate": "JitConflated",
    "Timeliness": "Realtime"
  },
  "State": {
    "Stream": "Open",
    "Data": "Ok",
    "Text": "*All is well"
  },
  "PermData": "AwEBQBfA",
  "ID": 2,
  "SeqNumber": 15088,
  "Key": {
    "Service": "ELEKTRON_DD",
    "Name": "/IBM.N"
  }
}]

So I am expecting multiple events after it but looks like I get an update every 30 seconds or so. I see following sort of update messages:

"DoNotConflate": true,
  "DoNotRipple": true,
  "ID": 2,
  "SeqNumber": 45454,
  "UpdateType": "Multiple",

And when I read about UpdateType as "Multiple" , it says the response is filtered and conflated. But how to not do it and get all the events?

elektronrefinitiv-realtimeelektron-sdkstreaming-pricesupdate-message
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Upvote
Accepted
12.1k 59 39 61

Hi @bansalshah,

You are requesting for the delayed RIC "/IBM.N" which I believe provides data delayed by at least 15 minutes and will send out updates every 30 seconds or so as you observed. If you are interested in getting all events, you need to specify the realtime RIC "IBM.N" (no slash) - assuming you are permissioned for this.

Please note: when you are using the WebSocket interface, it provides a conflated service. I believe it is a 3 second trade-safe conflation which will conflate quotes but provide all trades.

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Hi @bansalshah,

Conflation is automatic if you are connecting using ERT in Cloud but optional if you are connecting to your own TREP.

Upvotes
15.2k 28 8 12

Hello @bansalshah

Do you connect and consume data from your local TREP server or ERT in Cloud server?

Please be informed that the Service that you are subscribing data to is also a factor that defines whether you will receive a conflated or tick by tick data.

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Thank you @nick.zincone.1 for the response. It seems that I do not have permission for the realtime RIC so have to work with the delayed RIC only.

Answering @Wasin Waeosri , I am consuming data on the ERT in Cloud Server. So from this service the data is always conflated per say?

Okay sorry did not see @nick.zincone.1 response in the comment above. Solved my doubts. Thank you @nick.zincone.1 and @Wasin Waeosri