MapEntry Action -> DELTE [ ORDER_ID] -> 1668520581231622381_1481511_1
Hi team,
Need help for this query. thanks in advance
We are using RFA 8.1 C++ API to consume depth data using MBP domain [Market By Price].
When we receive DELETE instruction we receive only OrderID. Side is not mentioned.
Order ID are received in given format
MapEntry Action -> DELTE [ ORDER_ID] -> 1668520581231622381_1481511_1
MapEntry Action -> DELTE [ ORDER_ID] -> 1668521395460227680_1481511_1
from these we cannot decide which side we have received it for Ask or Bid.
Are the Order ID's guarantied to be unique across both Bid and Ask Side?
So that we can search for OrderID in both our local Ask Levels and Bid Levels and delete level corresponding to that order ID.
Best Answer
-
Thanks for reaching out to us.
I think it is a key in the map entry.
I checked the domain model specification and found the following data definition of MBP.
The payload of a Market By Price Refresh or Update is an RsslMap. Each price point is contained in an RsslMapEntry which uses the price point and side (buy or sell) as the entry key.
According to the definition, the key contains one price point along with the buy/sell side. The data could look like this.
<mapEntry flags="0x0" action="RSSL_MPEA_ADD_ENTRY" key="77.580000a" >
<fieldList flags="0x7" fieldListNum="0" dictionaryId="1" setId="0">
<fieldEntry fieldId="3430" dataType="RSSL_DT_UINT" data="9368"/>
<fieldEntry fieldId="3428" dataType="RSSL_DT_ENUM" data="2"/>
<fieldEntry fieldId="3429" dataType="RSSL_DT_REAL" data="2100"/>
<fieldEntry fieldId="3427" dataType="RSSL_DT_REAL" data="77.58"/>
<fieldEntry fieldId="3855" dataType="RSSL_DT_UINT" data="72985174"/>
</fieldList>
</mapEntry>However, the format may depend on the data provider who provides the data. Therefore, it is better to contact the content team directly to verify the data.
A Map uses keys to identify its entries so keys must be unique in each Map.
0
Answers
-
Thanks for your update.
The domain is actually Market by Order and not MBP as mistakenly mentioned in query.
#RIC Domain Date-Time [GMT]
NAVYA.PA Market By Order 2022-11-15T14:06:17.810976404Z
MapEntry DELETE 1668520581231622381_1481511_1
#RIC Domain Date-Time
NAVYA.PA Market By Order 2022-11-15T14:10:14.051650506Z
MapEntry DELETE 1668521395460227680_1481511_
Another question is “Is it guaranteed to receive key in insert,update,delete actions in the format price+side, e.g. “105.55A” for MBP domain for all venues?”
0 -
I found the MapEntry ADD action for this key at 2022-11-15T14:56:21.286928283+01.
NAVYA.PA,Market By Order,2022-11-15T14:56:21.286928283+01,Raw,UPDATE,UNSPECIFIED,,,,6508,,46560,,0
,,,Summary,,,,,,,,,,3
,,,FID,17,,ACTIV_DATE,2022-11-15,
,,,FID,4148,,TIMACT_MS,50181231,
,,,FID,6952,,TIMACT_MSP,50181231622381,
,,,MapEntry,,ADD,,,,,,1668520581231622381_1481511_1,,10
,,,FID,3426,,ORDER_ID,1668520581231622381,
,,,FID,3427,,ORDER_PRC,0.1631,
,,,FID,3429,,ORDER_SIZE,3000,
,,,FID,6520,,PR_TIM_MS,50181231,
,,,FID,14275,,PR_TIM_NS,13:56:21.231622381,
,,,FID,3428,,ORDER_SIDE,1,BID
,,,FID,6521,,PR_TIM_MSP,50181231622381,
,,,FID,6522,,PR_DATE,2022-11-15,
,,,FID,3886,,ORDER_TONE,2,
,,,FID,8591,,ORD_TONE,2,Then, it was deleted at 2022-11-15T15:06:17.810976404+01.
NAVYA.PA,Market By Order,2022-11-15T15:06:17.810976404+01,Raw,UPDATE,UNSPECIFIED,,,,6508,,47200,,0
,,,Summary,,,,,,,,,,3
,,,FID,17,,ACTIV_DATE,2022-11-15,
,,,FID,4148,,TIMACT_MS,50777754,
,,,FID,6952,,TIMACT_MSP,50777754737265,
,,,MapEntry,,DELETE,,,,,,1668520581231622381_1481511_1,,0According to this data, the key was not sent in the price+side format. However, you need to contact the content team directly to verify it. The side is in the ORDER_SIDE field.
0 -
@Jirapongse thanks, just would like to know if this is something that you can assist below: Thank you in advance again for your usual support.
One more small query which is still open specifically for MBP [Market By Price] domain ,
Is it guaranteed to receive UNIQUE order id in insert, update, delete actions ?
Is it guaranteed to receive key in insert,update,delete actions in the format price+side, e.g. “105.55A” for MBP domain for all venues?”
We cannot specify a RIC here as we want to know this for MBP domain in general and not for specific RIC.0 -
From the API perspective, the keys in map entries must be unique. If it uses an order id as a key, yes the order id in the key must be unique.
A key in a map entry can be anything, such as a string, buffer, or number. According to the RDM usage guide, the key in a map entry of MBP is the buffer.
However, because it is a buffer, it can contain anything. You need to contact the content team to confirm the format in the key. It may be different among venues.
0 -
Hi @Jirapongse Thanks for your prompt response and help.0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛