My application processes MsgType.REFRESH_RESP, MsgType.UPDATE_RESP(RespTypeNum=TRADE, QUOTE, UNSPECIFICED) for trade, quote and security status.
When i run the program overnight, the program receives the following message, the timestamp is Eastern time, so it is 3:55:00AM GMT time, this message is extracted for symbol HSBA.L. This message appears to signal a start of day to let application to clean up things OPEN_PRC, OFF_CLOSE, etc. However, I did not find any documentation for this, and our application supports EU, USA, CANADA regions, and I would like to know does this apply to all regions above. Also, I would like to have a more complete description of events so that we can decode the instrument status and market status through the whole day.
[ 22:55:00:422 ] , --ItemManager event=121,event handle 2062044672 MsgModelType 6MESSAGE
Msg Type: MsgType.UPDATE_RESP
Msg Model Type: MARKET_PRICE
Indication Flags: DO_NOT_RIPPLE
Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
RespTypeNum: 6 (CLOSING_RUN)
Payload: 724 bytes
FIELD_ENTRY 14/PRCTCK_1: (0)
FIELD_ENTRY 21/HST_CLOSE: 410.00
You can find description of events from this document as shown below:
You can see this question for more details of Closing Run.
For other data/fields questions, I would suggest you reach out to the Refinitiv Helpdesk as they have data specialists who can provide the proper answers for your data question above.