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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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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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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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