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traders avatar image
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How does subscription recovery work for an Eta application?

I am using ElektronSDK/Cpp-C/Eta client API to build a real-time market data handler. Consider the following scenario

- The handler is up, client API is connected to remote ADS, subscribed to a bunch of items, and receiving update msgs

- Now we have a network outage and the client API gets disconnected from ADS

- At some point later client API reestablishes connection to ADS

From the handler application perspective, expectation is that all previously subscribed items will automatically recover their streams, will get refresh msgs, followed by updates. The client API takes care of it and It is not the responsibility of handler to resubscribe.

Is this expectation correct? Is there anything special to be done at code or config level in the handler to make it happen? Is this a client API feature or ADS feature or both together? If this is not working then how does one go about troubleshooting this?

elektronrefinitiv-realtimeelektron-sdkrrteta-apielektron-transport-apiconnectionsubscription
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Jirapongse avatar image
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@traders

There are two ways to use ETA.

1. The application directly uses ETA, as shown in the Consumer example. In this way, the application needs to handle everything, such as ping mechanism, connection recovery, and item recovery

2. The second way is using the value-added library (Reactor), as shown in the VAConsumer example. The Reactor will handle the ping mechanism, and connection recovery. However, to do item recovery, you need to enable WatchList in the Reactor, as shown in the WatchListConsumer example



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traders avatar image traders

Hi, thank you for your reply. I tried to follow WatchListConsumer in my code but encountered API and behavior issue. So I decided to handle this in application code: after reconnection, on channel ready event, I resubmit subscription requests for all RICs the app had been subscribed to. Do you see any issue with this approach? Thank you. -- Rajiv

Jirapongse avatar image Jirapongse traders

@traders

I think the application should resubmit subscription requests when the service is up. If you need to perform item recovery at the application, please make sure that the watchlist is disabled.