question

Upvotes
Accepted
chris.xiao avatar image
1 ●3 ●9 ●11

RFAJ8.1.0.e2 respTypeNum: 6 (CLOSING_RUN)

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

SeqNum: 288

RespTypeNum: 6 (CLOSING_RUN)

Payload: 724 bytes

FIELD_LIST

FIELD_ENTRY 6/TRDPRC_1:

FIELD_ENTRY 7/TRDPRC_2:

FIELD_ENTRY 8/TRDPRC_3:

FIELD_ENTRY 9/TRDPRC_4:

FIELD_ENTRY 10/TRDPRC_5:

FIELD_ENTRY 11/NETCHNG_1:

FIELD_ENTRY 12/HIGH_1:

FIELD_ENTRY 13/LOW_1:

FIELD_ENTRY 14/PRCTCK_1: (0)

FIELD_ENTRY 18/TRDTIM_1:

FIELD_ENTRY 19/OPEN_PRC:

FIELD_ENTRY 21/HST_CLOSE: 410.00

FIELD_ENTRY 22/BID:

FIELD_ENTRY 25/ASK:

...

treprfarfa-apiclosing-run
icon clock
10 |1500

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

wasin.w avatar image   wasin.w

Hello @chris.xiao

Please be informed that I have move this RFA API question to the RFA forum.

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @chris.xiao

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Hello @chris.xiao

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS

zoya faberov avatar image   zoya faberov

Hello @chris.xiao,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @chris.xiao

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

Show more comments

1 Answer

· Write an Answer
Upvotes
Accepted
pimchaya.wongrukun01 avatar image
9.6k ●10 ●7 ●7

Hello @chris.xiao

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.


types.png (55.1 KiB)
icon clock
10 |1500

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

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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