Securities from certain exchnage, we get wrong updateTypeNum, instead of 1 or 2 we get 0
We process UpdateTypeNum 1 for trade and 2 for quite. From some exchange such as AT we only get UpdateTypeNum 0 type message. As a result,we don't have any trade or quotes for all the trades.
This is happening also for exchange BU, F, LA, TA.
Here is few Securities:
"OPAr.AT",
"OTEr.AT",
"TENr.AT"
Best Answer
-
The API is content-agnostic - it will just provide the data as it receives it from the feed. And the feed itself will generally provide data as it receives it from individual exchanges. Not all exchanges provide the exact same data in terms of differentiating between update types.
If you are only getting one updateType for certain exchanges, then it could be that those exchanges provide all updates using a single type.
I would recommend you contact our Content helpdesk who can confirm if this is the case for those particular exchanges and confirm you are not missing any data.
Please raise a Content query from MyRefinitiv which will allow you direct communication with a Content expert.
Select 'I need help understanding content within the product' or 'I believe content is incorrect or incomplete' and appropriate product e.g. 'Thomson Reuters Elektron Real-Time'
0
Answers
-
We just get the following type message:
UpdateMsg
streamId="6"
domain="MarketPrice Domain"
updateTypeNum="0"
name="OTEr.AT"
serviceId="23"
serviceName="IDN_SELECTFEED"
Payload dataType="FieldList"
FieldList
FieldEntry fid="5" name="TIMACT" dataType="Time" value="13:40:00:000:000:000"
FieldEntry fid="31" name="ASKSIZE" dataType="Real" value="6473.0"
FieldEntry fid="291" name="NO_BIDMMKR" dataType="Real" value="4.0"
FieldEntry fid="292" name="NO_ASKMMKR" dataType="Real" value="7.0"
FieldEntry fid="1025" name="QUOTIM" dataType="Time" value="13:40:14:000:000:000"
FieldListEnd
PayloadEnd
UpdateMsgEnd
0 -
Hi Umer - this is hitting us as well and now a lot. Given it's been asked multiple times, and a known "issue/side affect" on your side, there's bound to be an easy way to get an up to date listing of all exchanges not using the updateType correctly? Otherwise, how do we know what data we should be getting? Subscribe to all Fids? Trial and Error? Or would you have said list, rather than us contacting a separate team - seems very roundabout
0 -
Hi @sohagan857
As mentioned before, this forum is for API development type queries - whereas your question is more content related and specific to certain exchanges.
The Elektron real-time feed carries data for over 50 million instruments from over 500 exchange-trade and OTC markets across multiple asset classes. That is why we have dedicated content advisers who specialise in particular regions / asset classes etc who are best placed to advise with such exchange specific information.0
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