onUpdateMsg called with no updates when using View

mzmuda33
mzmuda33
in EMA

Hi,

I am using a view to limit the data I subscribe to (with interest).

The initial RefreshMsg provides me with the expected data.

I noticed after that the UpdateMsg would very regularly provide me with only BID and ASK many times when in fact as you can see below there is no change to the data.

Why is UpdateMsg being triggered when the data is not changing and how can this be disabled?

RefreshMsg
    streamId="16"
    domain="MarketPrice Domain"
    solicited
    RefreshComplete
    state="Open / Ok / None / '*All is well'"
    itemGroup="00 01"
    permissionData="03 01 01 79 44 c0"
    name="TSLA.NB"
    nameType="1"
    serviceId="257"
    serviceName="ELEKTRON_DD"
    Payload dataType="FieldList"
        FieldList FieldListNum="0" DictionaryId="1"
            FieldEntry fid="6" name="TRDPRC_1" dataType="Real" value="196.7800"
            FieldEntry fid="22" name="BID" dataType="Real" value="196.7600"
            FieldEntry fid="25" name="ASK" dataType="Real" value="196.7800"
            FieldEntry fid="32" name="ACVOL_1" dataType="Real" value="2.7720912E7"
        FieldListEnd
    PayloadEnd
RefreshMsgEnd

Next two UpdateMsg are identical, this same pattern repeats many times with no updates:

UpdateMsg
    streamId="16"
    domain="MarketPrice Domain"
    updateTypeNum="1"
    name="TSLA.NB"
    serviceId="257"
    serviceName="ELEKTRON_DD"
    Payload dataType="FieldList"
        FieldList FieldListNum="0" DictionaryId="0"
            FieldEntry fid="22" name="BID" dataType="Real" value="196.7600"
            FieldEntry fid="25" name="ASK" dataType="Real" value="196.7800"
        FieldListEnd
    PayloadEnd
UpdateMsgEnd
UpdateMsg
    streamId="16"
    domain="MarketPrice Domain"
    updateTypeNum="1"
    name="TSLA.NB"
    serviceId="257"
    serviceName="ELEKTRON_DD"
    Payload dataType="FieldList"
        FieldList FieldListNum="0" DictionaryId="0"
            FieldEntry fid="22" name="BID" dataType="Real" value="196.7600"
            FieldEntry fid="25" name="ASK" dataType="Real" value="196.7800"
        FieldListEnd
    PayloadEnd
UpdateMsgEnd

I am using:

        <dependency>
            <groupId>com.refinitiv.ema</groupId>
            <artifactId>ema</artifactId>
            <version>3.7.0.0</version>
        </dependency>
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Best Answer

  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @mzmuda33

    When you see updates to BID/ASK (quotes), I believe the backend service generally packages up quote updates based on the BID/BIDSIZE - ASK/ASKSIZE. It may be the case that either the BIDSIZE and/or ASKSIZE may have changed and a quote was triggered. And I believe it appears the server considers this a change in the quote and thus sends the BID/ASK. One way to confirm, is change your View to include BIDSIZE and ASKSIZE.

Answers

  • mzmuda33
    mzmuda33
    Thank you. It looks to me like you are right. Anytime any of those 4 values change all 4 are sent in the update message.

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