Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • TREP APIs /
  • RFA /
avatar image
Question by chris.xiao · Aug 26, 2020 at 10:43 PM · RFAJhst_close

In what event RFA Java would send HST_CLOSE update

On August 26,2020 9:25AM eastern time just before market open, we subscribe EWA and gets HST_CLOSE in refresh event with August 24's close price, later subscription shows correct HST_CLOSE=20.73.

So we suspect previous night's closing run is not done properly, and after 9:25AM there is an update on HST_CLOSE. I would like to know on which kind of event this update would come so we can catch this change. We currently only only check this FID in refresh and status update event. I wonder if this update could come in a trade update or even quote update event.



People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

2 Replies

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by umer.nalla · Aug 27, 2020 at 08:47 AM

Hi @chris.xiao

I am not a content expert, however, my understanding is that whilst closing run is done overnight, the HST_CLOsE can be overwritten before the market opens in the morning by the settlement value.

It can be received as part of an update e.g. as a INSTRUMENT_UPDATE_CLOSING_RUN or INSTRUMENT_UPDATE_CORRECTION.

The closing run functionality can vary on an exchange by exchange basis.

You can subscribe to the Page RIC CLOSE/RUN1 for the overview and then the relevant page for the exchange you are subscribing from:

If you require additional information beyond what I have provided/included in the above CLOSING/RUNx pages - then you can create a Content-Type ticket at My.Refintiv where a content expert for your particular Exchange can provide further help.


1598517476800.png (32.8 KiB)
Comment

People who like this

0 Show 1 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

avatar image
chris.xiao · Aug 27, 2020 at 01:29 PM 0
Share

@umer.nalla

Thanks for your comment. Can you point me the documentation on INSTRUMENT_UPDATE_CLOSING_RUN or INSTRUMENT_UPDATE_CORRECTION.

What are the numeric number for these two? I assume INSTRUMENT_UPDATE_CLOSING_RUN is 6.

Our existing code has the following structure to check regular closing run.


if (messageType == MsgType.UPDATE_RESP)

{

if (msgRespTypeNum == 6) // CLOSING_RUN

{

// process closing run

}

}

avatar image
REFINITIV
Answer by umer.nalla · Aug 27, 2020 at 01:50 PM

Hi @chris.xiao

You can find the RFAJ_RDMUsageGuide pdf and the API Reference manual that is supplied with the RFA APIs (in the docs subfolder)

The format is slightly different for RFA Java e.g.

RespTypeNum : RDMInstrument.Update.CLOSING_RUN =6

A link to an online version is https://docs-developers.refinitiv.com/1598535549714/4730/Docs/WebDocs/wwhelp/wwhimpl/js/html/wwhelp.htm#href=Reuters%20Domain%20Models%20(RDM)/RFAJ_RDMUsageGuide.1.44.html#pID0E0ZL0HA

However, as mentioned above the actual implementation of the closing run is exchange specific so you would need to check with the Content for further details.




Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
9 People are following this question.

Related Questions

IndexOutOfBoundsException publishing a large RFA SymbolList

resubscribing requirements (retry) for unavailable item

Issue using service groups to return realtime or delayed data depending on user access

Question regarding Rest services

What is the best way to decode the OMMMsgs received (e.g. to get prices) when subscribing to a RIC using RFA?

  • Feedback
  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Careers
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Calais
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Electronic Trading
    • Generic FIX
    • Local Bank Node API
    • Trading API
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRIT
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • World-Check Data File
  • Explore
  • Tags
  • Questions
  • Badges