On developing a consumer of RIC changes. How can I verify that I caught every BID and ASK for (for example) EUR= . Is there a RIC which would give the BID/ASK history for EUR= via TREP? I would need an entirely different Reuters product?
From the query, we would like to retrieve (intraday) tick-by-tick history data in order to verify the retrieved BID and ASK. However, RFA can retrieve inter-day historical data (daily, weekly, monthly) and intraday historical data is not available via TREP.
You can use another product, such as Thomson Reuters Tick History (TRTH) to retrieve intraday historical data.
According to RDM usage guide, seqNum is not a required field for MarketPrice domain. However, the application can use it for its own purpose. For example, the client provider application may use it for sequencing the messages. Elektron also uses this field for its own purpose.
For your question: yes, other users will also get seqNum in the update messages.
However, if the seqNum skips randomly, we can't use it for detect gap.
For now, the best way to verify all tick data is using TRTH or waiting for Elektron Time Series service.