I am trying to get snapshots of Chinese Bond Symbols (example CN101478003=CFXM) but do not get any r

Best Answer

  • This was an internal issue in our system - we could identify it by testing this on our development environment. Thanks for your help - appreciate it.

Answers

  • \session=Session1
    \service=IDN_RDF
    dictReq=RWFFld,RWFEnum
    \Sessions\Session1\connectionList=Connection_RSSL
    \Connections\Connection_RSSL\connectionType=RSSL
    \Connections\Connection_RSSL\connectRetryInterval=10000

  • Suggest to test with another (well-known) RIC, such as

    EUR= 

    As your question is phrased at the moment it sounds as if you have a problem specific to Chinese Bonds. Better to rule that out.

  • Did you know that you can edit your original question? This way you don't have to add additionl information in a Reply.

  • Yes, this seems to be specific to Chinese bonds - all other symbols are replied to.

    We get updates till approx. 22:26:00 GMT. After this time our requesting mechanism is the same but we do not get any replies.

  • Hi @monish.dhalwani,

    In general, you should always get a response from the market data system, whether success or failure when you request for data. In your case, I tried to request for the RIC (CN101478003=CRXM), but received a "record could not be found" when using this ETA tutorial to get data.

    Channel is ready.  Subscribing to CN101478003=CRXM
    Received activity on channel: 428

    Receive statusMsg for stream: 100
    State: Closed/Suspect/Not found - text: "The record could not be found"

    As suggested, try the RIC (EUR=) just to confirm you are getting valid data.

    *EDIT*

    The RIC I tested with was misspelled. After trying the correct one, I noticed a number of <blank> fields. Perhaps your application may be looking for specific FID (field ID's) that all may be blank. Here is a short dump of my output:

    Item: CN101478003=CFXM
    State: Open/Ok/None - text: "All is well"
    Domain: RSSL_DMT_MARKET_PRICE
    PROD_PERM 1865
    RDNDISPLAY 152
    DSPLY_NAME SASAFY MTN 1400
    RDN_EXCHID CFS(255)
    TRDPRC_1 <blank data>
    TRDPRC_2 <blank data>
    TRDPRC_3 <blank data>
    NETCHNG_1 <blank data>
    HIGH_1 <blank data>
    LOW_1 <blank data>
    CURRENCY CNY(156)
    TRADE_DATE <blank data>
    TRDTIM_1 <blank data>
    OPEN_PRC <blank data>
    HST_CLOSE 102.1401
    BID <blank data>
    ASK <blank data>
    NEWS
    NEWS_TIME <blank data>
    ACVOL_1 <blank data>
    TRD_UNITS 4DP (4)
    PCTCHNG <blank data>
    MATUR_DATE <blank data>
    COUPN_RATE 6.35
    NUM_MOVES <blank data>
    OFFCL_CODE 101478003
    HSTCLSDATE 02 MAR 2016
    YRHIGH <blank data>
    YRLOW <blank data>
    LIFE_HIGH <blank data>
    LIFE_LOW <blank data>
    COUPN_DATE 22 DEC 2015
    RATING (0)
    BOND_TYPE FRN(1)
    ISSUE_DATE 18 DEC 2014
    CALL_DATE <blank data>
    RATING_ID (0)
    DAYS_MAT <blank data>
    CUM_EX_MKR (0)
    PRC_QL_CD (0)
    DURATION <blank data>
  • Nick.Zincone:

    Thanks for the reply. Unfortunately, this is a controlled production environment - I cannot request ad-hoc RIC symbols. As I mentioned in my previous post, we do get updates till 22:26:00 GMT and nothing after that.

  • Hi @monish.dhalwani,

    Understood. One non-intrusive test for Chinese bonds is to confirm you receive updates within a simple testing tool, whether one of the example applications within your Elektron API package or one of the tutorials within the Developer Community. As it stands now, I don't receive updates but that could likely be due to the market hours of these instruments. You need to confirm that there are updates within a test application when you believe you should be receiving them.

  • @monish.dhalwani
    Your original question states you request snapshots of the data, in which case you will receive one response with the record image and no updates. Are you requesting snapshots or do you initiate subscriptions? It would be great if you could clarify how you retrieve the data.

  • Regardless of how you retrieve the data, as far as I can see the RIC "CN101478003=CFXM" was last updated on 02-Mar-2016. *=CFXM RICs signify CFETS as a trading venue, which is the interbank trading system run by China's central bank. I'm not a specialist on chinese domestic fixed income market and couldn't tell you if any bond trading actually happens on CFETS. But perhaps you should consider instead using Thomson Reuters composite RICs to get prices for these bonds?

  • We Request a snapshot without subscription. We get a response till 22:26:00 GMT. We do the same snapshot request approx. 30 minutes later, we do not get a reply nor do we get updates (in case the symbol was really updated on TR end).

  • Copying from above thread:

    We Request a snapshot without subscription. We get a response till 22:26:00 GMT. We do the same snapshot request approx. 30 minutes later, we do not get a reply nor do we get updates (in case the symbol was really updated on TR end).

  • @monish.dhalwani

    We do the same snapshot request approx. 30 minutes later, we do not get a reply nor do we get updates (in case the symbol was really updated on TR end).

    From the description, I think there might be two cases

    -First one is the case that application may recieve Refresh message at the low level but your application unable to parse data from some FID/Field so that it does not show the update on applicaiton layer. Therefore you think it does not get reply from server.

    As Nick said, the RIC "CN101478003=CFXM" was
    last updated on 02-Mar-2016 so that I’m not sure what FID or Field you are
    monitoring and expect to see an update?

    -The second one is the case that application does not recieve any Refrsh or Status message back after it send request message .

    ETA/UPA does not have configuration like this, your
    application seems to use RFA C++/.NET, can you please confirm with your
    developer?

    If it’s RFA C++/.NET, you can turn on RSSL tracing log to
    confirm whether or not your application actually received any Refresh or Status
    message reply from Provider server. Also the RSSL tracing log can help us
    verify what messages your application send and receive from Provider server. You can add RFA configuration from the below post to turn on the log and then you
    have to re-start your application so that it can generate the log. Note that it's configuration for troubleshooting only and you can change it back to original one after the test.

    https://community.developers.refinitiv.com/questions/6057/activate-full-message-logs-for-rssl-connections-in.html

    -If you have permission to run other application to
    connecting to the same server or other test server, you can also use
    StarterConsumer example from RFA C++/.NET package or using ETA/EMA example to request same RIC from the server
    so that you can compare the result with your application.