DateTime stamp on when server sent the Refresh or Update Msg
Is there a field or convience methods in elektron java SDK to determine when the Refresh or Update Msg was sent or published by the server/Reuters? Ideally upto millisecond precision. Our usecase is to measure how long the Refresh/Update Msg was processed by our applications including all the network hops and various factors.
The fields ACTIV_DATE (17) and TIMACT (5) I think is only for when a field was updated like a bid tick.
Thanks
Best Answer
-
Hi @kc_1905
Whilst there are millisecond precision fields available these are normally related to realtime market activity e.g. time of the most request Quote or Trade (QUOTIM_MS / TRDTIM_MS) - and the availability of these would depend on the origination exchange.
If you want to determine the latency added to an event as it travels through our TREP system (and your internal network), then you would be better off using the PerfTools examples packaged within the Elektron SDK and described in detail in the ETAJ_PerfToolsGuide.pdf.
The examples can be found in the Java\Eta\Applications\PerfTools subfolder of the Elektron Java SDK and the pdf can be found in the Java\eta\Docs folder.
For example the perftools encode timestamps into a published instrument so that the consumer can extract these timestamps and determine the time taken for the instrument to be received. The full source code is provided so that you can tweak the applications behaviours to suit your test requirements.
You can also find the Elektron Java Performance Tools guide online here
0
Answers
-
Hi Umer,
Thanks. Will read through the ETA Perf tools see if it meets our needs. It looks like it uses test feeds for the data flow during the performance runs, is that correct?
0 -
Hi Umer,
Thanks. Will read through the ETA Perf tools see if it meets our needs. It looks like it uses test feeds for the data flow during the performance runs, is that correct?
0 -
Hi @kc_1905
That is correct - two of the examples are test providers - which publish the test OMM data with the latency information at the North side and a consumer example which runs at the south side of the infrastructure.
1 -
Thanks for confirming. One question about the Quote or Trade (QUOTIM_MS / TRDTIM_MS) are these market activity time fields in UTC time ? The data dictionary does not mention any info about it.
0 -
Hi @kc_1905
That is correct - the fields are in GTM/UTC time.
1
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
- 370 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