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Leon.Hong avatar image
36 ●10 ●5 ●15

How to fetch time stamp in response message of a Stock Ric

Greetings everyone!

On behalf of one Chinese client, could I ask a question about timestamp, the RIC is JD.NB.

In their client application, they tried to use FID=378 or FID=18 to fetch the timestamp of any stock info update. But seems not every response message contains timestamp from those two FIDs. As followed is one example client provided, could I ask which FID we should use to get timestamp for every response message? Or what is the normal practice for such a requirement?

Thank you very much in advance!

---

MESSAGE

ServiceName:ELEKTRON_DD

Name:JD.NB

NameType:1

RIC INFO:

14206/BLKTIM_MS: Fri Feb 19 01:00:27 CST 2016

6908/BLKTRDVOL: 9000

13551/PRE_2ET230: 43

3422/PROV_SYMB: JD

6401/DDS_DSO_ID: 8202

1/PROD_PERM: 7944

3183/LIST_MKT: Q

728/BCAST_REF: JD.O

11641/PRE_4TX084: @

7065/PRE_INT186: 30

13437/PRE_2ET116: 1

12820/IPO_FLAG: N 2

1404/ODD_VOLUME: 94322.0

8311/BCASTREF32: JD.O

4760/THRESH_IND: 11

8493/PRE_4TX046: XNAS

373/IRGVOL: 300.0

43/BLKVOLUM: 181412.0

14/PRCTCK_1: ?1

13552/PRE_2ET231: 1354

3308/CLASS_CODE: A

19/OPEN_PRC: 25.9

8992/CAN_EXID: 0

21/HST_CLOSE: 25.72

3598/CRSTRD_PRC: 25.9

8980/IRG_EXID: 1354

42/BLKCOUNT: 10.0

198/LOT_SIZE_A: 100.0

6577/SH_SAL_RES: N1

6480/SPS_SP_RIC: .[SPSNB3

1080/PREF_DISP: 8097

6585/CAN_COND: 0

11/NETCHNG_1: -0.34

178/TRDVOL_1: 100.0

6638/TRADE_EXID: NAS43

8667/PRE_24T036: 4014084

8550/LMT_CAL_CD: 2

372/IRGPRC: 25.3384

4742/CUSIP_CD: 47215P106

78/OFFCL_CODE: 00047215P106

12819/INVERS_IND: N 2

9210/BLK_DATE: Thu Feb 18 08:00:00 CST 2016

3694/MNEMONIC: JD

9063/IRGTIM_MS: 62254960

118/PRC_QL_CD: 0

3263/PREV_DISP: 5320

79/HSTCLSDATE: Wed Feb 17 08:00:00 CST 2016

9243/PRE_DT132: Thu Feb 18 08:00:00 CST 2016

30/BIDSIZE: 700.0

869/OFF_CD_IND: CUS4

3888/FIN_STATUS: N

12818/ETP_FLAG: N 2

5357/CONTEXT_ID: 2229.0

13/LOW_1: 25.01

8511/PRE_4TX064: @O X

3861/BLK_PRC1: 25.37

8665/PRE_24T034: 000003OW9T

1044/GV4_FLAG:

77/NUM_MOVES: 17093.0

3855/QUOTIM_MS: 62568499

6/TRDPRC_1: 25.38

6614/TRD_STATUS: N 1

56/PCTCHNG: -1.3219

11622/PRE_4TX065: @F o

374/IRGCOND: DAP2365

14249/PRE_117_MS: Thu Feb 18 22:30:01 CST 2016

3/DSPLY_NAME: JD.COM INC ADR

5520/IRG_TRDID: 000003YYTF

1709/RDN_EXCHD2: NXB1042

16/TRADE_DATE: Thu Feb 18 08:00:00 CST 2016

1465/ADJUST_CLS: 25.72

3854/SALTIM_MS: 62556960

259/RECORDTYPE: 113

378/INSCOND: 0

6615/HALT_RSN: UN23

60/CLOSE_BID: 25.71

8636/NA_MSG_TYP: Q

3984/TRD_TYPE: T

3580/BID_ASK_DT: Wed Feb 17 08:00:00 CST 2016

53/TRD_UNITS: 4DP 4

22/BID: 25.38

15/CURRENCY: USD840

32/ACVOL_1: 6041194.0

6918/AC_VOL_CRS: 128488

12784/TEST_MSG: 1

4349/IRGDATE: Thu Feb 18 08:00:00 CST 2016

61/CLOSE_ASK: 25.72

6922/ODD_TRDVOL: 16

13416/LOTSZUNIT2: SHARE53

32743/ACVOL_UNS: 6041194

8947/M_SHS_PROP: SHSMF_ 6

4343/LOT_IND: RO3

7066/PRE_INT187: 63

8547/M_SHS_COND: N

4757/IRGSALCOND: @4 W

31/ASKSIZE: 616.0

14251/PRE_119_MS: Fri Feb 19 01:22:36 CST 2016

3386/QUOTE_DATE: Thu Feb 18 08:00:00 CST 2016

25/ASK: 25.39

3900/TRADE_ID: 4014131

4756/LSTSALCOND: @

13402/COR_EXID: 0

12846/PRE_1ET145: 0

4763/RETRAN_IND: 11

9244/PRE_DT133: Thu Feb 18 08:00:00 CST 2016

12/HIGH_1: 25.9

4205/ODD_PRC: 25.38

13417/IPO_QR_CD: 0

8634/INST_CLA_N: Z

4179/LEVERAGE: 0.0

9057/HLT_RSMRSN: 0

40/CTS_QUAL: 0

131/PRC_QL2: 0

13495/PRE_2ET174: 43

8666/PRE_24T035: 106865

8927/INST_PHASE: T 3

treprfarfa-apifieldstime-stamp
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Jirapongse avatar image   Jirapongse

@Leon.Hong

Hi. Thank you for your participation in the forum.

Are any of the replies 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.

Else please post again offering further insight into your question

Thanks

AHS

2 Answers

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steven.peng avatar image
426 ●2 ●4 ●4

You can use FID 3854: SALTIM MS and FID 3855: QUOTIM_MS. If the update is a quote, FID 3855 should be presented, otherwise, the update message should be a trade and FID 3854 should be presented. Both fields can be converted to a long from the OMM Data and can be convert to a formatted time string using standard Java Datetime formatting functions.

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pimchaya.wongrukun01 avatar image
9.6k ●10 ●7 ●7

You can use the following example source code to convert SALTIM_MS or QUOTIM_MS to be time:

//millisecData is a String which is value of SALTIM_MS or QUOTIM_MS

double milliseconds = Double.parseDouble(millisecData);

//1. Divide the milliseconds value by 1000.

double seconds = milliseconds / 1000.0d;

//2. Take the result in (1) and divide by 60

double minutes = seconds / 60.0d;

//3. Take the result in (2) and divide by 60.

//When you round down the result, you will get the hour value

double hours = minutes / 60.0d;

int hr = (int)hours;

//4. Take the number after the decimal points from (3) and multiply by 60.

//When you round down the result, you will get the minute value.

double remainder_min = (hours) - hr;

double remainder_sec = (remainder_min) * 60;

int min = (int)remainder_sec;

//5. Take the number after the decimal points from (4) and multiply by 60;

//When you round down the result, you will get the second value.

double remainder_ms = (remainder_sec) - min;

double remainder_msec = (remainder_ms) * 60;

int sec = (int)remainder_msec;

//6. Take the number after decimal from (5) and multiply by 1000;

//When you round down the result, you will get the millisecond value.

double remainder_milisec = (remainder_msec) - sec;

double milisec_raw = remainder_milisec * 1000;

int ms = (int)Math.round(milisec_raw);

System.out.format("Time is %02d:%02d:%02d.%03d%n",hr,min,sec,ms);

Example output:

QUOTIM_MS: 24369090

Time is 06:46:09.090

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