Time difference on rmdstestclient vs our feed application which uses RFA

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exchange-notifications
exchange-notifications Newcomer
in RFA

We are using our feed handler application which connects to Reuters RFA 8.0 to receive market data.

Can anyone confirm how the rmdstestclient receives data please? We are trying to figure out if it is valid to do comparisons between our feed (which uses RFA) and the rmdstestclient.

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Reason for asking: We are seeing huge time difference in receipt of data.

Sample: Shenzhen Market: Open Status for symbol 300634.ZKh

rmdstestclient receives it at 09:30:24.626

but our feed (which uses RFA) receives it at 09:31:16.355376

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Answers

  • Gurpreet
    Gurpreet admin

    Hi @exchange-notifications Both RFA and rmdstestclient receive data in an identical manner.

    The reason you are seeing huge latency in your RFA application is that your application probably is a slow consumer. This means, that the events are sitting in your applications dispatch queue for a very long time at market open hours - when the volume spikes.

    The solution to this problem is to optimize this event processing loop. If the applications falls too far back, then the market data system (ADS) will drop the connection.

  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1 LSEG

    @exchange-notifications

    You can also turn on the RSSL trace log using the RFA configuration provided in this post

    https://community.developers.refinitiv.com/questions/6057/activate-full-message-logs-for-rssl-connections-in.html

    It will log the RSSL message that the RFA internal layer(UPA/ETA) sends and receive with timestamps to compare it with the application layer. But please note that you may get a huge RSSL Trace file if you request many RICs, and it has a very high update rate.

    Also, please verify if you have any time-consuming or I/O tasks inside the processEvent method. It can block RFA to dispatch the next event from the RFA event queue. If it's a slow consumer case, you may see the time for the next event keep increasing when compare with the app that processes the fields and print it to the console. As far as I understand, the rmdstestclient parse the field and print it to console, and it works like a simple ETA/UPA consumer app.

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