Hello, we have a Java application that connects to RTDS to get data from a service and publishes to another service. Data retrieval and publishing are executed via 2 different modules. Each of the 2 modules implement OmmConsumerClient. We are experiencing issues when running the solution on the customer environment, where…
We are subscribing to Level 2 Market-by-Price data for the E-mini S&P symbol from CME. Below is a sample of the update message response we are receiving: Action = Update, key = 3133 3a35 3934 3635 2f32 13:59465/2 Entry data: Name: ORDER_TONE Value: 1 Name: NO_ORD Value: 11 Name: ACC_SIZE Value: 20 Name: LV_TIM_NS Value:…
Getting an error while opening real time sdk page.
This question is a follow-up to this old post: For some reason I cant just append another comment to it, so I have to open this new one… Okay, and I just dug into the data, seems this UpdateTypeNum() is not that useful. For the RIC we are currently investigating, 301372.SZ， all the updates are marked as UNSPECIFIED…
The raw dump files downloaded from S3 VDB has some useful metadata, such as the timestamp and type of a message (pls check the attachment if you are not sure what I am referring to). We want to extract the same from Real-Time SDK, when the updates are streamed to use in real-time. How can we achieve this?
What is the appropriate way to determine if the session is connected or disconnected from OmmConsumerEvent? void EmaSession::onStatusMsg(const StatusMsg &statusMsg, const OmmConsumerEvent &event) Also, what is the appropriate way to unsubscribe an active subscription? How can we unregister with the handle return in…
Hi Team, I need clarification on the following error message encountered while trying the 140_MBO_Streaming tutorial. The same symbol, ESZ24, works fine when I run the 100_MP_Streaming example, where I receive both refresh and update message data in response. This suggests that I have access to the ESZ24 symbol. Item Name:…
... historical prices? We are currently using an EMA application to Post realtime data to RCC. Are there any FIDs that can be used to update/correct historical prices?
Real-Time: For Real-Time SDK C#, looks like the OmmDate object will be modified during the for-each iteration, could you please verify if this is a bug? Take this RIC as example /HCEIX4 . public void OnRefreshMsg(RefreshMsg refreshMsg, IOmmConsumerEvent consumerEvent) { OmmDate? date = null; Console.WriteLine(refreshMsg);…
Hello, I hope you are well. I'm facing the below error when running example Cons451 using V2 Authentication (with clientId and clientSecret). Would you have any idea on how to solve it? loggerMsg TimeStamp: 16:10:42.017 ClientName: ChannelCallbackClient Severity: Warning Text: Received ChannelDownReconnecting event on…
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