May I ask if the following below is a Data/Content issue or an API issue?

lancegabriel.villacrusis01
lancegabriel.villacrusis01
in RFA

We are sourcing FIDs 3428, 3427, 4356, 14268, 3886 and 3430 from the market-by-price feed (using OMMMsg.Indication.VIEW).

API: 8.1.2.L1.all com.reuters.rfa Java library.

we have received an OMMMapEntry.Action.UPDATE to “A-M+C” entry for 9616.T on Jun 4 (Tue) at 11:29:21.278 JST, however, this entry was not being “added” before (no corresponding OMMMapEntry.Action.ADD before). We would like to understand on why OMMMapEntry.Action.UPDATE was being published instead of OMMMapEntry.Action.ADD.

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @lancegabriel.villacrusis01

    Thank you for reaching out to us.

    I checked the raw data from Tick History and found the Add action of the "A-M+C" at 00:20:09 (GMT) on 2024-06-04. 

    9616.T,Market By Price,2024-06-04T00:20:09.224108351Z,+9,Raw,UPDATE,UNSPECIFIED,,,,4742,,39040,,0
    ,,,,Summary,,,,,,,,,,9
    ,,,,FID,17,,ACTIV_DATE,2024-06-04,
    ,,,,FID,4148,,TIMACT_MS,1209148,
    ,,,,FID,6516,,BOOK_STATE,3,X
    ,,,,FID,6517,,HALT_REASN,"  ",
    ,,,,FID,6614,,TRD_STATUS,1,"N "
    ,,,,FID,14269,,TIMACT_NS,00:20:09.148785000,
    ,,,,FID,7802,,REGU_PRC,,
    ,,,,FID,14671,,REGU_P_NS,,
    ,,,,FID,13409,,REGU_COND,0,"     "
    ,,,,MapEntry,,ADD,,,,,,A-M+C,,8
    ,,,,FID,3427,,ORDER_PRC,,
    ,,,,FID,3428,,ORDER_SIDE,2,ASK
    ,,,,FID,4356,,ACC_SIZE,500,
    ,,,,FID,3430,,NO_ORD,1,
    ,,,,FID,6527,,LV_TIM_MS,1209148,
    ,,,,FID,6529,,LV_DATE,2024-06-04,
    ,,,,FID,3886,,ORDER_TONE,MA,
    ,,,,FID,14268,,LV_TIM_NS,00:20:09.148785000,

    Then, I saw this key in the Refresh message at 00:47:16 GMT.

    9616.T,Market By Price,2024-06-04T00:47:16.721459123Z,+9,Raw,REFRESH,NOT_COMPLETE,,,,4742,0,35167,,0
    ,,,,Summary,,,,,,,,,,23
    ,,,,FID,1,,PROD_PERM,4742,
    ,,,,FID,3,,DSPLY_NAME,KYORITSU MAINT,
    ,,,,FID,15,,CURRENCY,392,JPY
    ,,,,FID,17,,ACTIV_DATE,2024-06-04,
    ,,,,FID,259,,RECORDTYPE,113,
    ,,,,FID,1080,,PREF_DISP,,
    ...
    ...
    ,,,,MapEntry,,ADD,,,,,,A-M+C,,8
    ,,,,FID,3427,,ORDER_PRC,,
    ,,,,FID,3428,,ORDER_SIDE,2,ASK
    ,,,,FID,3430,,NO_ORD,1,
    ,,,,FID,3886,,ORDER_TONE,MA,
    ,,,,FID,4356,,ACC_SIZE,500,
    ,,,,FID,6527,,LV_TIM_MS,1209148,
    ,,,,FID,6529,,LV_DATE,2024-06-04,
    ,,,,FID,14268,,LV_TIM_NS,00:20:09.148785000,

    The next update was at 02:29:21 GMT.

    9616.T,Market By Price,2024-06-04T02:29:21.349202131Z,+9,Raw,UPDATE,UNSPECIFIED,,,,4742,,36496,,0
    ,,,,Summary,,,,,,,,,,9
    ,,,,FID,17,,ACTIV_DATE,2024-06-04,
    ,,,,FID,4148,,TIMACT_MS,8961271,
    ,,,,FID,6516,,BOOK_STATE,3,X
    ,,,,FID,6517,,HALT_REASN,"  ",
    ,,,,FID,6614,,TRD_STATUS,1,"N "
    ,,,,FID,14269,,TIMACT_NS,02:29:21.271689000,
    ,,,,FID,7802,,REGU_PRC,3121,
    ,,,,FID,14671,,REGU_P_NS,02:29:15.555298000,
    ,,,,FID,13409,,REGU_COND,1,FEVDA
    ,,,,MapEntry,,UPDATE,,,,,,A-M+C,,8
    ,,,,FID,3427,,ORDER_PRC,,
    ,,,,FID,3428,,ORDER_SIDE,2,ASK
    ,,,,FID,4356,,ACC_SIZE,700,
    ,,,,FID,3430,,NO_ORD,2,
    ,,,,FID,6527,,LV_TIM_MS,8961271,
    ,,,,FID,6529,,LV_DATE,2024-06-04,
    ,,,,FID,3886,,ORDER_TONE,MA,
    ,,,,FID,14268,,LV_TIM_NS,02:29:21.271689000,

    According to this information, this map entry was added at 00:20:09 GMT so it should not be the content issue.

    Please contact the API support team via Contact Premium support to verify this issue.




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