Hello @mktdata,

Please be informed that per PCN 12072, shared on 31 Jul 2021, RFA 8.1 is on limited support.

Please refer to your copy RFA C/C++ 8.1 SDK, complete with examples and documents.

1. I would suggest to process as in example Consumer included with SDK in folder Examples, method LevelTwoClient::processRefreshRespMsg

if ( respMsg.getIndicationMask() & RespMsg::RefreshCompleteFlag )
text += RFA_String( "RefreshComplete flag received.\n", 0, false );

RefreshCompleteFlag is of type InidicationMask:

enum IndicationMask
{
...
RefreshCompleteFlag = 0x8,/*!< indicates that the message is the final refresh. this flag is set on single part refreshes as well as on the last part of the multi part refresh */
...
};

2. I do not believe, that the order of receipt of ClearCache and RefreshComplete is guaranteed per and the two should be handled as coupled.

ClearCacheFlag = 0x4,/*!< indicates that the cache should be cleared. This condition occurs if the data is known to be invalid. */

The processing should be per single received guidance. Yes, for the most part, the clear cache is expected to be followed by Refresh that comes with RefreshComplete. However, on the chance that you get a ClearCache that is not immediately followed by a Refresh, the two should be processed independently in code, and a production-strength app should be able to handle this scenario.

3. Are you consuming from Refinitiv Real-time service, or from a custom published? Are you observing a different sequence on your side?

After the initial Refresh, we can see Update messages, with Add, Update and Delete actions. I would not couple ClearCache with any Refreshes or Updates.

4. Included with RFA SDK, you should see folder Docs, and in it index_classic.html. If opened in browser (I use Chrome), you should see menu Documentation -> Reference Manual.

Or in Docs folder, you should see a folder named "refman".

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If you are designing a new application, or making extensive changes to the existent one, we highly recommend integration with our strategic APIs that are part of Refinitiv Real-time SDK suite, rather then with RFA. Please refer to article Migrating from Refinitiv Legacy to Strategic APIs for helpful guidance, more detailed information can be found in the links included within the article.

Hello @mktdata ,

I understand question 3 better now.

According to RDM Usage Guide, in MarketByPrice-> Refresh message IndicationMask ClearCacheFlag is optional:

If IndicationMask ClearCache is set, we have to follow the guidance, and to clear cache.

If it is not set, the action is up to the designer.

One can clear cache, prior to applying, as Refresh is intended as complete and self-sufficient state of the order book, despite being often conveyed in multiple messages.

We can potentially run into corner cases, when an order was filled or partially filled, while the multi-part refresh was in transit, and will get a DELETE or UPDATE on that order within REFRESH. In this case, would apply to the local order book the latest known state.

The alternative is not to clear, and to re-create order book in place, matching and overwriting the previous orders with the new received ADDs, that is also a valid approach and should work.