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
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.
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