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otto.to.1 avatar image
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What updatetype should I be expecting for data updates from exchanges?

For example if I subscribe to <VOD.L>, <HSBAl.BS>, <C>, etc. What updatetypes will I be getting?


I am aware that QUOTE, TRADE, QUOTES_TRADE, CORRECTION can appear. What about the others update types ?

INSTRUMENT_UPDATE_UNSPECIFIED = 0; /*!< Not specified */
INSTRUMENT_UPDATE_QUOTE = 1; /*!< Quote */
INSTRUMENT_UPDATE_TRADE = 2; /*!< Trade */
INSTRUMENT_UPDATE_NEWS_ALERT = 3; /*!< News Alert */
INSTRUMENT_UPDATE_VOLUME_ALERT = 4; /*!< Volume Alert */
INSTRUMENT_UPDATE_ORDER_INDICATION = 5; /*!< Order Indication */
INSTRUMENT_UPDATE_CLOSING_RUN = 6; /*!< Closing Run */
INSTRUMENT_UPDATE_CORRECTION = 7; /*!< Correction */
INSTRUMENT_UPDATE_MARKET_DIGEST = 8; /*!< Official information from the
INSTRUMENT_UPDATE_QUOTES_TRADE = 9; /*!< One or more conflated quotes
INSTRUMENT_UPDATE_MULTIPLE = 10; /*!< Update with other filtering and conflation applied */
INSTRUMENT_UPDATE_VERIFY = 11; /*!< Fields may have changed


Regards

elektronrefinitiv-realtimeelektron-sdkema-apirrtelektron-message-apiupdate-message
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wasin.w avatar image   wasin.w

Hello @otto.to.1

Thank you for your participation in the forum. Is the reply 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.

Thanks,


AHS


zoya faberov avatar image   zoya faberov

Hello @otto.to.1,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

-AHS

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wasin.w avatar image
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Hello @otto.to.1

The Update Event Type is based on each exchange and each feed. It can be different type based on each data feed and exchange.You may receive only a few types from the exchanges and feed you are subscribing.

You can find more detail about the Update Event Type description in Appendix A of ETA RDM Usage Guide document. The ETA C++ RDM Usage Guide contains the following detail.

If you are looking for the Java SDK, please refer to an answer in this post.


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otto.to.1 avatar image otto.to.1

If a certain exchange publishes an update that contains both quote & trade, will Elektron split this into two messages? One for quote and the other for trade. Or just send a message with the update type as

INSTRUMENT_UPDATE_QUOTES_TRADE ?

wasin.w avatar image wasin.w otto.to.1

Hello @otto.to.1

It is depending on how the Elektron will handle it, the API just receive data and pass it to the application as is. I strongly suggest you verify this content behavior with the Elektron content support team via http://my.refinitiv.com/

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