delayed receptting high frequency market data

zhangping2
zhangping2
in TREP APIs

starterconsumer08.zipWhen using TREP products to receive high frequency market data, there will often be data updated in the morning, which is received only in the afternoon of that day, i.e. delayed reception. How to check, please see the attached code.

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Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    To verify this problem, you need to enable RSSL tracing in RFA API. In RFA configurations, please add ipcTraceFlags
    and logFileName to the connection. The value of ipcTraceFlags is
    31.

    image

    From the trace file, we can verify messages sent and received by the RFA API at that time.

    If there was no data at that time and the application still subscribed to that item, we should contact the server team to verify the problem. Otherwise, if there was data in the trace file but the application didn't get it, it could be the problem in the application. The application may be a slow consumer.

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