no Realtime data only delayed in c#

The all,

I am using the c# sample "DataApiUsageExampleRealtimeData" to get realtime data for Market Digest data. Though, everything works fine, and it has been enabled, that I get realtime data for the exchanges, and I also see the data realtime within Eikon, I only get delayed data within the API.

My account rep from Refinitiv tells me to post the question here, since they have enabled the realtime data for the exchanged the market digest data is based on.

See screenshot.

image

Answers

  • @ma1057 do you get the real-time data if you select the instrument on Eikon? API shares the same entitlements, and it might be an issue with Eikon.

  • yes, I do get realtime data in Eikon.

  • @ma1057, could you attach your request and the response that you are getting, please?

  • subscription =   realtime.SetupDataSubscription()   
    .WithRics(".ADST.HK")
    .WithFields("SALTIM", "ISSUES_ADV", "ISSUES_DEC", "ISSUES_UNC", "TOT_ISSUES", "VOLUME_ADV", "VOLUME_DEC", "VOLUME_UNC", "TOT_VOLUME")
    .WithDateAndTimeMode(TimeAndDateMode.GMT)
    .OnDataUpdated(DataReceivedCallback)
    .CreateAndStart();
    and this is the output which I print into console for right now:
    (SALTIM)=08:09:10|(ISSUES_ADV)=747|(ISSUES_DEC)=558|(ISSUES_UNC)=309|(TOT_ISSUES)=1614|(VOLUME_DEC)=3908895759|(VOLUME_UNC)=1843142423|(TOT_VOLUME)=10996284502|
  • @ma1057 in the response object, what is the instrument code? you can use this as an example on how to access the RIC code.

    image

    <br>
  • private void DataReceivedCallback2(IRealtimeUpdateDictionary instruments)
    {
    foreach (var kvp in instruments)
    {
    var sB = new StringBuilder(DateTime.UtcNow.ToString("HHmmss.fffff"));
    foreach (var kvp2 in kvp.Value)
    {
    //var x = kvp2.Value.Descriptor;
    switch (kvp2.Key)
    {
    default:
    sB.AppendFormat("({0})={1}|", kvp2.Key, kvp2.Value.Value.ToString());
    break;
    }
    Console.WriteLine("{0}: ({1}) = {2} ", kvp.Key, kvp2.Key, kvp2.Value.Value.ToString());
    }
    }
    }
  • @ma1057 could you show the output, rather than the code, please? I need to understands if the RIC code that comes back has a / symbol, which would mean that you are in fact getting the delayed data.

  • image

    Please find aove. though I do not get the '/' as part of the ric....
    this part of the code pumps out the console part:

      Console.WriteLine("{0}: ({1}) = {2} ", kvp.Key, kvp2.Key, kvp2.Value.Value.ToString());
  • @ma1057 why do you think you are getting the delayed data?

  • see below. I believe it is 15 mins delayed:
    2018-10-19-17-11-11-yes-delayed.png

  • maybe it is just these HongKong Market Digest data. Do you want me to test other RICs, which update right now, maybe enable me for realtime on those exchanges as well, and I am happy to test.

  • I would expect this to work regardless. Let me ask around and I will get back to you