Market Price response message

mukund.patel
mukund.patel
in RFA

We wish to see the created Date/ last updated time (timestamps) for RIC.

Below is an example of a request

MESSAGE

Msg Type: MsgType.REQUEST

Msg Model Type: MARKET_PRICE

Indication Flags: ATTRIB_INFO_IN_UPDATES | REFRESH

Hint Flags: HAS_ATTRIB_INFO | HAS_QOS_REQ

QosReq: (RT, TbT)

AttribInfo

ServiceName: DIRECT_FEED

ServiceId: 1

Name: GBPCBS10Y=

NameType: 1 (RIC)

Payload: None

Can you tell me how this should be modified if we wish to request the market created date/timestamp and market sent date/timestamp and the message sequence number ?



Also below is an example of a MarketPrice response message:

MESSAGE

Msg Type: MsgType.UPDATE_RESP

Msg Model Type: MARKET_PRICE

Indication Flags: DO_NOT_CONFLATE

Hint Flags: HAS_ATTRIB_INFO | HAS_RESP_TYPE_NUM

RespTypeNum: 1 (QUOTE)

AttribInfo

ServiceName: DIRECT_FEED

ServiceId: 1

Name: USD7MOIS=TRDL

NameType: 1 (RIC)

Payload: 30 bytes

FIELD_LIST

FIELD_ENTRY 393: 0a01f9dc

FIELD_ENTRY 275: 0a01f20c

Can you tell me how the Response format will be, if we wish to get the market created date/timestamp and market sent date/timestamp and the message sequence number ?

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @mukund.patel, The refresh message contains all the fields for an instrument. You can use the Data Model Discovery tool to see the description of the particular time field.

    For e.g, I see these time fields for the RIC: GBPCBS10Y=

    TIMACT(5): (blank data)
    TRDTIM_1(18): (blank data)
    NEWS_TIME(29): (blank data)
    OPEN_TIME(285): 08:31:00:000:000:000
    HIGH_TIME(286): 11:07:00:000:000:000
    LOW_TIME(287): 12:02:00:000:000:000
    TIMCOR(375): (blank data)
    GV1_TIME(1061): (blank data)
    GV2_TIME(1062): (blank data)
    GV3_TIME(2738): (blank data)
    GV4_TIME(2739): (blank data)
    GV5_TIME(2740): (blank data)

    and 

    SEQNUM(1021): (blank data)


Answers

  • mukund.patel
    mukund.patel
    Thank you.

    To confirm these fields will be held within the FIELD_LIST structure of the payload.

    Also the fields you mentioned are all Time stamp fields. Are there any Date fields present or available. This would be particularly useful for around the End of Day processing.

  • Gurpreet
    Gurpreet

    Yes, See an example like StarterConsumer from SDK to get an understanding of API. The response message of MARKET_PRICE domain is in a Field List.

    There are few date fields in the message:

    TRADE_DATE(16): (blank data)
    ACTIV_DATE(17): (blank data)
    MATUR_DATE(68): (blank data)
    HSTCLSDATE(79): 30 OCT 2019
    ISSUE_DATE(107): (blank data)
    SETTLEDATE(288): (blank data)
    CNV_DATE(871): (blank data)
    GV1_DATE(1028): (blank data)
    GV2_DATE(1051): (blank data)
    GV3_DATE(1789): (blank data)
    GV4_DATE(2736): (blank data)
    GV5_DATE(2737): (blank data)
    FIX_DATE(3617): (blank data)

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