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Question by yujin.xu11 · Sep 16, 2020 at 08:11 AM · rfa java

Under OMM model, does MarketDataItemEvent can be triggered?

In RFAJ 7.5, we can get OMMItemEvent update message in callback function, processEvent(Event event).

Can MarketDataItemEvent update message be captured or triggered under OMM data model(RSSL connection type)?

I tested many times and found it seemed the MarketDataItemEvent couldn't be triggered with RSSL connection type when the callback function, processEvent(Event event), was invoked.

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Answer by umer.nalla · Sep 16, 2020 at 09:17 AM

Hi @yujin.xu11

MarketDataItemEvent is part of the legacy MarketFeed / SSLED connection type interface.

With RSSL type connection you are using OMM data format and therefore only the OMM related events will be triggered.

Is there any particular reason why you want to capture MarketDataItemEvent rather than the OMM equivalents?

Please see the following tutorial for a brief introduction Retrieving Level 1 MARKET PRICE Data

Further information can be found in the RFA Java Developer Guide - a link to the online version.

You should also have PDF copies as part of the RFA SDK download.

Note from the above download page that we no longer support RFA v7.5. The oldest supported version is RFA v7.6 (which is around 4 years old) - but ideally, you should upgrade to v8.x


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Answer by yujin.xu11 · Sep 16, 2020 at 09:56 AM

I found all examples related to closing_run update message was showed with MarketDataItemEvent class. So I guessed the MarketDataItemEvent was only supported by MarketData Feed.

For OMM related events, it seems there is no way to detect whether an OMMItemEvent is a closing_run event. I referred you post already, https://community.developers.refinitiv.com/questions/65569/how-to-detect-a-closing-run-event-in-rfa-73.html. Let me do more tests further.


Thanks you very much.

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umer.nalla ♦♦ · Sep 16, 2020 at 10:00 AM 0
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So did you try and output the value of getRespTypeNum() as I described in my other post?

Also, please remember my other comment that things like CLOSING_RUN are not always issued by the originating exchange/data source so you would need to check with the Content helpdesk that your particular instruments will carry such notifications.

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