MarketFeed message reference manual
Hello TR Dev Team,
Is there a copy of MarketFeed reference manual available for download ?
Thank you.
NWM
Best Answer
-
If you still need the document, we still provide the Market Feed Reference manual in RFA 7.6.2.L1 package. If you can download the package you can get it from folder "<rfa7.2.1.L1>\Legacy\Docs", it's a file named "MFdata.pdf".
0
Answers
-
Hello @NWM,
We would like to strongly discourage any new development using Market Feed protocol.
For a new application, we encourage you to consider Elektron-SDK that uses OMM (Object Message Model) over RWF, as more efficient and more flexible then Market Feed, it's EMA API is easy to learn and develop, allowing you to get your requirements implemented quickly.
The same thought process applies to a significant rework of an existent application. Explore porting it to Elektron EMA.
Would you be willing to discuss what are you trying to achieve, why do you need it?
Or, alternatively, please contact your account management team, they will be able to help with your requirements in a confidential manner.
Regards,
-AHS
0 -
Hello AHS,
Thank you for your response. Sorry, I was not clear in the previous post.
We are not doing new development using MarketFeed protocol, it's to investigate an issue with current application using marketFeed message format.
The application received several 000's of Full "VERIFY" messages mixed with "UPDATE" messages for some CME futures instrument which the application was unable to handle. Therefore, wanted to reference the MF manual for VERIFY message structure and understand the cause behind transmission of VERIFY messages? Should the app discard the VERIFY messages or apply the data? Please share if you have any advice on VERIFY message records.
Thank you.
Regards
NWM
0 -
Hello @NWM,
VERIFY response type is a type of REFRESH and can be received by a consumer, when there is no full confidence that all information has been successfully conveyed to the consumer. For example, when there were disruptions, or suspected disruptions of the connectivity, or disconnects, possibly resulting in missing updates to the stream. It may contain all the fields, may contain a subset of fields, that potentially need to be verified.
Because VERIFYs carry the latest "valid state" of the stream, they should be applied. This type of approach continues to be used in OMM, to avoid any potential loss of information.
0 -
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛