How do I receive a new code msgs from EMA if the code add to the chain temporary in midday trading?
we can't receive the msgs of a new code 8599.HK because your colleague of data didn't add the code to the correct chain, after I noticed them ,they added the code 8599.HK to the chain of 0#RIGHTS.HK. However, we should request the chain of 0#RIGHTS.HK again, in fact our system request the chain before the opening once a day. so we have to restart the system and to request the chain again to resolve the problem. Is the any way to solve the problem and we need not to restart. Thank you!
Hi @wangfugen,
If you want to detect changes in your chain, you have to open a streaming chain within EMA. It's unclear from your question whether you are requesting a snapshot (non-streaming) chain but it appears you are. This way, you will be notified via update msgs when items are added or removed from the chain.
Currently I just process the refreshmsg from chain subscription which will get all possible trading symbols the day and ignore the updatemsg from the chain. So you mean I should also process the updatemsg of the chain ? Generally, due to very few such message received, I could not decide how to process this message. Is there any document that will describe how chain update msg sent ?
For example, using 0#RIGHTS.HK as starting chain, I got A1 - A14 totaly 14 symbols together with 1#RIGHTS.HK as next requesting chain from RefreshMsg. If A1 is deleted from chain or a new A15 is added into chain, How will those two message be sent ?
Hi @wangfugen,
If you haven't done so already, you can refer to this article and the comments around chain updates.
You will have to process the updatemsg if you want to detect changes in the chain. That being said, you can alternatively choose to have your chain refresh every day for example. Many chains don't change that often and to manage update msgs may be overkill if you simply want to refresh the chain periodically. This is quite common. So, instead of restarting your system, you can put a timer in your application to refresh your chain every morning for example.
The type of message that comes through in an update is one that provides which links have changed. For example, the Nasdaq Top 25 chain (.AV.O) changes often throughout a typical trading day. Below is an example of a change.
{
"TIMACT": "14:33:54",
"NUM_MOVES": 1576,
"LONGLINK6": "TQQQ.O",
"LONGLINK7": "ZNGA.O",
"TIMACT1": "14:33:54"
}
I don't know of any documentation that describes the details of chain updates but using the .AV.O as a test instrument is a good reference as I have shown above.