How do you clear orderbook before new session for MBO

vishal.anand
vishal.anand
in UPA

I am working on TREP FH as provider for Market By order domain. My question is how does the TREP FH notify downstream clients to clear the orderbook before start of new trading day? Now I know we can use status message with Clear Cache flag, but wouldn't that also remove the summary data (reference data) with the associated RIC together with the orderbook? And should the TREP FH use RSSL_STREAM_CLOSED_RECOVER with dataState as suspect to let ADH query for the RICs later?

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @vishal.anand

    Thank you for reaching out to us.

    It will not send RSSL_STREAM_CLOSED_RECOVER to clear the order book.

    It should use CLEAR_CACHE.

    I found this message sent at 05:00:06. This message doesn't have any map entry. 

    VOD.L,Market By Order,2023-11-07T05:00:06.148256073Z,+0,Raw,REFRESH,,,,,249,0,16767,,0
    ,,,,Summary,,,,,,,,,,32
    ,,,,FID,1,,PROD_PERM,249,
    ,,,,FID,3,,DSPLY_NAME,VODAFONE GRP,
    ,,,,FID,15,,CURRENCY,2008,GBp
    ,,,,FID,17,,ACTIV_DATE,2023-11-07,
    ,,,,FID,198,,LOT_SIZE_A,1,
    ,,,,FID,259,,RECORDTYPE,113,
    ,,,,FID,1021,,SEQNUM,157,
    ,,,,FID,1709,,RDN_EXCHD2,64,LSE
    ,,,,FID,3422,,PROV_SYMB,133215,
    ,,,,FID,3423,,PR_RNK_RUL,1,NOR
    ,,,,FID,3425,,OR_RNK_RUL,8,"PT  "
    ,,,,FID,3694,,MNEMONIC,VOD,
    ,,,,FID,3852,,PERIOD_CDE,c,
    ,,,,FID,3984,,TRD_TYPE,,
    ,,,,FID,4148,,TIMACT_MS,18006099,
    ,,,,FID,5357,,CONTEXT_ID,2106,
    ,,,,FID,6401,,DDS_DSO_ID,12477,
    ,,,,FID,6480,,SPS_SP_RIC,.[SPSLSEGTP02L2,
    ,,,,FID,6516,,BOOK_STATE,1,N
    ,,,,FID,6517,,HALT_REASN,,
    ,,,,FID,6518,,ORD_ENT_ST,2,I
    ,,,,FID,6519,,MKT_OR_RUL,1,I
    ,,,,FID,6614,,TRD_STATUS,1,"N "
    ,,,,FID,6615,,HALT_RSN,1,NH
    ,,,,FID,6835,,DELBY_DT,,
    ,,,,FID,8300,,SEE_RIC,,
    ,,,,FID,8647,,PERIOD_CD2,c,
    ,,,,FID,8927,,INST_PHASE,1,"C  "
    ,,,,FID,9050,,L2_REPR,3,"MBO     "
    ,,,,FID,12843,,OR_PRC_BAS,1,PRC
    ,,,,FID,13490,,ORDBK_DEPH,1,"FB    "
    ,,,,FID,14269,,TIMACT_NS,05:00:06.099488841,

    I checked the messages on Tick History and these are times that the refresh messages were sent for VOD.L.

    1701333728203.png

    However, please contact the content support team directly via MyRefinitiv to confirm the message used to clear order book.

Answers

  • Unknown
    Unknown

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