RFAJ8.1.0.e2 respTypeNum: 6 (CLOSING_RUN)

chris.xiao

My application processes MsgType.REFRESH_RESP, MsgType.UPDATE_RESP(RespTypeNum=TRADE, QUOTE, UNSPECIFICED) for trade, quote and security status.

When i run the program overnight, the program receives the following message, the timestamp is Eastern time, so it is 3:55:00AM GMT time, this message is extracted for symbol HSBA.L. This message appears to signal a start of day to let application to clean up things OPEN_PRC, OFF_CLOSE, etc. However, I did not find any documentation for this, and our application supports EU, USA, CANADA regions, and I would like to know does this apply to all regions above. Also, I would like to have a more complete description of events so that we can decode the instrument status and market status through the whole day.

[ 22:55:00:422 ] , --ItemManager event=121,event handle 2062044672 MsgModelType 6MESSAGE

Msg Type: MsgType.UPDATE_RESP

Msg Model Type: MARKET_PRICE

Indication Flags: DO_NOT_RIPPLE

Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM

SeqNum: 288

RespTypeNum: 6 (CLOSING_RUN)

Payload: 724 bytes

FIELD_LIST

FIELD_ENTRY 6/TRDPRC_1:

FIELD_ENTRY 7/TRDPRC_2:

FIELD_ENTRY 8/TRDPRC_3:

FIELD_ENTRY 9/TRDPRC_4:

FIELD_ENTRY 10/TRDPRC_5:

FIELD_ENTRY 11/NETCHNG_1:

FIELD_ENTRY 12/HIGH_1:

FIELD_ENTRY 13/LOW_1:

FIELD_ENTRY 14/PRCTCK_1: (0)

FIELD_ENTRY 18/TRDTIM_1:

FIELD_ENTRY 19/OPEN_PRC:

FIELD_ENTRY 21/HST_CLOSE: 410.00

FIELD_ENTRY 22/BID:

FIELD_ENTRY 25/ASK:

...

pimchaya.wongrukun01

Hello @chris.xiao

You can find description of events from this document as shown below:

You can see this question for more details of Closing Run.

For other data/fields questions, I would suggest you reach out to the Refinitiv Helpdesk as they have data specialists who can provide the proper answers for your data question above.