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Dennis Au avatar image
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Rates stop updating after a while and need to restart the whole application to resume streaming

The rates will stop update after a while need to restart the whole application to resume streaming.

And it affects all the pairs, not just any particular one. I think it is related to unsolicited RefreshMsg, but currently we don’t know how to initiate a new data flow upon this event without restarting the application.


"Refresh Message: The Interactive Provider can use this class to respond to a consumer’s request for information (solicited) or provide a data resynchronization point (unsolicited). The non-interactive provider can use this class to initiate a data flow on a new item stream. Conveys state information, QoS, stream permissioning information, and group information in addition to payload."

sample RICs:

AUD=, AUDON=, AUD1W=, EUR=, EURON=, EUR1W= etc.


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Jirapongse avatar image   Jirapongse

@Dennis Au

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

wasin.w avatar image   wasin.w

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

Thanks,


AHS


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umer.nalla avatar image
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Hi @Dennis Au

Can you please advise how you respond to / process the Unsolicited Refresh msg?

You should not need to re-subscribe to instruments after an Unsolicited Refresh. As explained in the documentation, it is used for data resync - sometimes after a stale/suspect scenario.

Are you logging all your StatusMsgs? Do you see any suspect status msg prior to the Unsolicited refresh?

Also, are you consuming data from Refintitiv Real-Time Optimised (cloud-based) or an internal ADS (RTDS) system? IF using an internal ADS, please speak to your Market Data team - they can check their logs around the time of the Unsolicited refresh to help understand what may be occurring.

If you are connecting to RTO, then I recommend you raise a ticket with the RTO Team - who can also investigate the cause of the Unsolicited refresh and lack of updates thereafter.

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Dennis Au avatar image Dennis Au

At first, we observed the rate update always stopped after Unsolicited Refresh msg, then I tried a few approaches to resume the stream:

  • Resubs when the Unsolicited event happened
  • Resubs all the pairs every 1 hour
  • Close and re-initialize the connection every 1 hour

But all of these doesn’t help, the rate stream still stopped unless we restart the whole application. I did log all StatusMsg, and the Unsolicited message is the only anomaly thing (pattern) I found.

Jirapongse avatar image Jirapongse

@Dennis Au

You may need to enable tracing in the API. With tracing, we can see the incoming and outgoing messages.


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Jirapongse avatar image
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@Dennis Au

Did you see a disconnection?

Typically, ETA will not recover a connection or subscribed items unless you are using the ETA Value Reactor with Watchlist enabled.

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Dennis Au avatar image Dennis Au

There was no disconnection, the stream just stopped after unsolicited event.

We have tried to resubs and re-initialized the consumer connection every 1 hour but still didn’t help.

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