We are facing an issue that on certain days we are not receiving all the RIC's we are requesting back. We have seemed to identify a pattern where it would happen either every Wednesday or every second Wednesday, other than that we are getting all the RIC's on the other days with no issue.
We are usually either missing ZARON= or ZARTN= but did have an instance where we were missing USDON=.
We are receiving the data as is from Refinitiv and then we have models that conform to the data, after that we are filtering out what we don’t need and making our calculations.
Our ZAR RIC price requests are for real time movements in the market, so if there are any updates in the market for the specified RIC’s we will receive it.