No Market Price data in canned data

sgan208
sgan208
in Elektron

I was using the amersCannedData and emeaCannedData for replay of data. But I can't get any MARKET_PRICE data from the data replay. I'm getting MARKET_BY_ORDER and MARKET_BY_PRICE but no MARKET_PRICE. I'm testing with emeaCannedData and symbol LLOY.L.

consumer.registerClient( ReqMsg().serviceName( "DIRECT_FEED" ).name( "LLOY.L" ), client );

Tagged:

Best Answer

  • sgan208
    sgan208
    Answer ✓

    Not sure what the issue was but the market price is coming now. My guess would be the marketprice was coming before but I was not flushing the output buffer. Thanks for the help.

Answers

  • Gurpreet
    Gurpreet

    @sgan208: Where did you get the canned data from, and what application are you using to replay it back?

  • sgan208
    sgan208

    From here: https://developers.thomsonreuters.com/pages/elektron-test-data-1

  • zoya faberov
    zoya faberov

    Hello @sgan208,

    Please review README that came with the canned data, the canned recording includes

    only the RICs specified in the accompanying README file,

    "LLOY.L" is not there, please try registering subscription with "AMZN.O" instead.

  • Gurpreet
    Gurpreet

    I tried getting MarketPrice data for AMZN.O and was successful. Similarly, CAD=N worked too for amersCannedData file.

    Running consumer - Host: localhost:14002, Service: DIRECT_FEED, User: user1, RIC: AMZN.O

    Jun 06, 2018 11:48:10 AM com.thomsonreuters.ema.access.ChannelCallbackClient reactorChannelEventCallback
    INFO: loggerMsg
        ClientName: ChannelCallbackClient
        Severity: Info
        Text:    Received ChannelUp event on channel Channel_1
            Instance Name Consumer_1_1
            Component Version upa7.6.0.L1.win.rrg 64-bit Static
    loggerMsgEnd

    Item Name: AMZN.O
    Service Name: DIRECT_FEED
    Item State: Open / Ok / None / 'All is well'
    PROD_PERM(1): 74
    RDNDISPLAY(2): 66
    DSPLY_NAME(3): AMAZON COM
    RDN_EXCHID(4): 0
    TRDPRC_1(6): 1165.261
    TRDPRC_2(7): 1165.1955
    TRDPRC_3(8): 1165.19<br>.
    ..
  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1

    @sgan208

    The canned data you are using support MarketPrice for RIC LLOY.L, I guess that original issue that you did not get the data occurs due to EMA has to download data dictionary from the server but sink_driven_source cannot provide data dict.

    Please make sure that you modify EMA configuration file to use local data dictionary before testing with EMA example. It mentioned in this article .

Categories