Urgent - Single Side Price Updates via WebSocket

Hi,

Could you please advise how we can exclude single Side Price Updates from being received via WebSocket?

[10:42:43.456] IN [{"ID":31,"Type":"Update","UpdateType":"Quote","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":19872,"Fields":{"ASKSIZE":519,"ASK":3.9540}}]

[10:43:48.416] IN [{"ID":31,"Type":"Update","UpdateType":"Quote","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":19888,"Fields":{"BIDSIZE":750,"BID":3.9430}}]

We need to always receive both BID and ASK in any price update..as below:

[10:43:49.416] IN [{"ID":31,"Type":"Update","UpdateType":"Quote","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":19984,"Fields":{"ASKSIZE":519,"ASK":3.9540,"BID":3.9400,"BIDSIZE":1354}}]

Please advise.

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Accepted answers

wasin.w

Hello @ckarageorgiou

Please be informed that the WebSocket API (and Refinitiv Real-Time APIs) just receive incoming data from the Feed/Exchange and passes it to the application as it is. The UpdateType value is based on the information that is published from the Feed/Exchange.

I highly recommend you contact the Content support team to verify this data behavior. You can contact the team directly via https://my.refinitiv.com/ website.

All comments

wasin.w

Hello @ckarageorgiou

Do you mean you want to always receive BID and ASK fields in the same update message?

If so, there is no option to force the server to always send both BID+ASK (or any fields) in every update for a streaming subscription.

This is the expected behavior of the Real-Time Streaming APIs that receive the field that has been updated from the Data Provider/Data Feed/Exchanges/etc and then send it to the application as is. It is normal practice for the application to maintain a local cache of the most recent values and update the cache with whatever fields it receives in each update.

Alternatively, you can use a snapshot request (non-streaming) to get all required fields in the same Refresh message.

{
  "ID": 2,
  "Key": {
    "Name": "JPY="
  },
  "View": [
    "BID",
    "ASK",
  ],
  "Streaming": false
}

Please be informed that when the application requests a snapshot request to Refinitiv Real-Time, that item stream is considered closed after the data is received by the consumer because the request has been fulfilled. If the application needs to manually send a new snapshot request to the Refinitiv Real-Time server if the application wants more data.

There is no parameter for requesting recurring intervals of snapshots, the application must manually request by itself.

ckarageorgiou

Hi,

Thank you for the response..one more question please

In the price stream we receive messages with "UpdateType":"Quote" and "UpdateType":"Unspecified" :

[16:29:42.867] IN [{"ID":57,"Type":"Update","UpdateType":"Quote","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":6816,"Fields":{"ASKSIZE":290,"ASK":3.9350}}]

[16:29:43.877] IN [{"ID":57,"Type":"Update","UpdateType":"Unspecified","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":6864,"Fields":{"ASKSIZE":1124,"ASK":3.9390}}]

What's the difference of these two update Types...as we occasionally do receive BID and ASK fields in the same update message with "UpdateType":"Unspecified" :

76438 [16:30:01.219] IN [{"ID":57,"Type":"Update","UpdateType":"Unspecified","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":7040,"Fields":{"BID":null,"BIDSIZE":null,"ASKSIZE":null,"ASK":null}}]

wasin.w

Hello @ckarageorgiou

Please note that the update response types (UpdateType) are based on each exchange and each feed. It can be a different type based on each data feed and exchange. You may receive only a few types from the exchanges and feed you are subscribing to.

Unspecified: This is a default value if the Data feed does not set the Update Response Type Number to the data.

You can find more detail on the following old posts:

ckarageorgiou

Hi,

Ok, but if the update response types (UpdateType) are based on each exchange and each feed, how come for the same symbol from the same exchange we are receiving single and double side messages with both "UpdateType":"Quote" and "UpdateType":"Unspecified" ?

[16:29:42.867] IN [{"ID":57,"Type":"Update","UpdateType":"Quote","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":6816,"Fields":{"ASKSIZE":290,"ASK":3.9350}}]

[16:29:43.877] IN [{"ID":57,"Type":"Update","UpdateType":"Unspecified","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":6864,"Fields":{"ASKSIZE":1124,"ASK":3.9390}}]

[16:30:01.219] IN [{"ID":57,"Type":"Update","UpdateType":"Unspecified","Key":{"Service":"ELEKTRON_DD","Name":"AFp.DXE"},"SeqNumber":7040,"Fields":{"BID":null,"BIDSIZE":null,"ASKSIZE":null,"ASK":null}}]

wasin.w

Hello @ckarageorgiou

I highly recommend you contact the Content support team to verify this data behavior. You can contact the team directly via https://my.refinitiv.com/ website.

ckarageorgiou

thank you for the assistance and clarification.

Adrian.Wesolowski

Hi, may I ask what was the final clarification for this topic? Why is that BID and ASK are received as "UpdateType":"Quote" and "UpdateType":"Unspecified" in this example?

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