Eikon SSL transport demise and Marketfeed

nicolas.roux

We have a conversion issue when we use Eikon (RSSL) to consume data from a Marketfeed publisher. Here's what we're doing:

RTIC (RendezVous/MarketFeed) => ADS (RSSL/MarketFeed) => Eikon (RSSL/OMM)

But it seems like MarketFeed treats the date field as a string, but OMM as a data type.
So, when we publish a date which doesn't respect the correct format, we can't consume it via RSSL. By example, this is what happens when we publish "28 Jun 2012" in a date, instead of "28 JUN 2012":

(The date VALUE_DT1 is blank)

Here's another example with rmdstestclient, when we publish "2017-12-20" in MATUR_DATE:

Connected with SSL:
rmdstestclient -S MY_SERVICE -ct ssl -h MYHOST N 8101 -f RICLIST -dfile MYDICT -decodeFormat 1 -d 3 -m -v -a -X

CODE : STRING : [CDSDE0USDSRCR00M]
MATUR_DATE : DATE : [2017-12-20]
OFFCL_CODE : STRING : [DEC17]
COUPN_DATE : DATE : [2017-12-20]

Connected with RSSL:
rmdstestclient -S MY_SERVICE -ct rssl -h MYHOST N 14101 -f RICLIST -dfile MYDICT -decodeFormat 1 -d 3 -m -v -a -X

CODE : STRING : [CDSDE0USDSRCR00M]
MATUR_DATE : DATE : []
OFFCL_CODE : STRING : [DEC17]
COUPN_DATE : DATE : []

So, we'd like to know if it's possible to configure Eion to work with MARKETFEED on RSSL.

Jirapongse

RTIC isn't supported anymore so I have tested with SSL and ADS 3.0.6.L1

SSL Publisher (MF) ==> ADS (MF/RSSL) ==> rmdtestclient

From the result, ADS 3.0.6.L1 supports date in these formats: dd mm yyyy, and dd/mm/yyyy.

MarketFeed reference manual in RFA 7.x package also mentions that it supports date in this format.

Therefore, it should relates to date conversion logic in ADS, not Eikon. Please verify and upgrade the version of ADS and use date in dd mm yyyyy or dd/mm/yyyy format.

nicolas.roux

Thanks a lot for your answer. It confirms what we saw.

But Eikon SSL (MF) was working fine with an incorrect date format. (Same with rmdstestclient). That's why we'd like to know if we can still use MF over RSSL in Eikon.

Jirapongse

MarketFeed is a string so the data can be anything.

TRADE_DATE : DATE 4 : [abcd]

However, RSSL/RWF is in binary.

typedef struct
{
	RsslUInt8 day;		/*!< @brief Day of the month (0 - 31 where 0 indicates blank) */
	RsslUInt8 month;	/*!< @brief Month of the year (0 - 12 where 0 indicates blank) */
	RsslUInt16 year;	/*!< @brief Year (0 - 4095 where 0 indicates blank) */
} RsslDate;

Therefore, ADS need to convert MarketFeed date string to binary date in RWF. If it is in unsupported format, ADS will not be able to convert it and set its value to blank.

nicolas.roux

That's why we still use Eikon SSL today. With SSL, the data are not converted and we see our dates. But Eikon SSL is not supported anymore and we are stuck with a 1,5 year old version.

So, we see two solutions:

1) Change our publisher in order to publish a date correctly formated. But (i) it's an old handmade software and it's difficult to find someone willing to change its code and (ii) the people who consume the data will also have to adapt to the new date format.

2) Try to consume MarketFeed in Eikon RSSL. But we don't know if it's possible. That's my original question.

zoya faberov

Hello @nicolas.roux

@jirapongse.phuriphanvichai