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How to get correct RespType Enum value?

We have an application and on any venue we subscribe to we get the following for all events (Trades/Quote/Cancels etc)

respType="Update" respTypeNum="INSTRUMENT_UPDATE_UNSPECIFIED"

I know from the developers guide this can be

INSTRUMENT_UPDATE_UNSPECIFIED=0
INSTRUMENT_UPDATE_QUOTE=1
INSTRUMENT_UPDATE_TRADE=2
INSTRUMENT_UPDATE_NEWS_ALERT=3
INSTRUMENT_UPDATE_VOLUME_ALERT=4
INSTRUMENT_UPDATE_ORDER_INDICATION=5
INSTRUMENT_UPDATE_CLOSING_RUN=6
INSTRUMENT_UPDATE_CORRECTION=7
INSTRUMENT_UPDATE_MARKET_DIGEST=8
INSTRUMENT_UPDATE_QUOTES_TRADE=9
INSTRUMENT_UPDATE_MULTIPLE=10
INSTRUMENT_UPDATE_VERIFY=11


Is there anything I should be doing to get these Update Types?


Thanks,

Shaun


treprfarfa-apic++
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@Shaun

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

@Shaun

Hi,

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

Thanks,

AHS

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Hello @Shaun

I am not a data/content expert so I cannot answer your question. But you can enable the RFA C++ trace file to verify the response type value that the API received from the Refinitiv Real-Time with the following RFA C++ configurations

\Connections\<Connection Name>\traceMsgToFile = true
\Connections\<Connection Name>\traceMsgDomains = "all"
\Connections\<Connection Name>\traceMsgMaxMsgSize = 10000000
\Connections\<Connection Name>\traceMsgMultipleFiles = true
\Connections\<Connection Name>\traceMsgFileName = <path to log file>

However, I strongly suggest you contact the data/content support team directly to help you check the data behavior. You can contact them via the https://my.refinitiv.com/content/mytr/en/productsupport.html website and choosing the following conditions:

  • Get Support -> I cannot find content I am looking for
  • Product --> Refinitiv Real-Time

real-time-content.png


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Hi @Shaun ,
The response type will change as the trading phase of the market changes. During market hours it will be Trade/Update/Update unspecified depending on if order was added/deleted from the book, or if the order matched.

Similarly, other events will be autoatically disseminated when market activity happens. For e.g. you should get a closing run within hour or two of market close, etc.

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Thanks Gurpreet.

We are just not seeing these change at all. We ran the application for 24hrs for our interested venues but didn't see it change.

Is there a specific RFA version or API call we need to make to expose these?


Thanks,

Shaun

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Hi @Shaun,

Nothing specific is needed is get these enum values.

Can you try another realtime instrument like IBM.N, and also try it with RFA example application like OMMConsumer.


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24.6k 54 17 14

Hello @Shaun

Please be informed that the response type value is based on each exchange and each feed. The API just receives data from Refinitiv Real-Time (which is also receiving the response type value from the Exchange too) and passes it to the application as is.

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Thanks @wasin.waeosri - The problem that we are seeing is that it never changes for all the venues that we subscribe. Its always INSTRUMENT_UPDATE_UNSPECIFIED even if there are say Quote fields or Trade fields in the message.

Is it common for multiple exchanges not to send this?

Thanks,

Shaun

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