Composite RIC's quote FIDs in European market using RFAJ
When I extended from USA/CA to support EU market, Quote update for primary RIC is pretty much the same, but composite RIC's FIDs just have BIDSIZE. I don't see may bid/ask time, exchange time, exchange. The spec https://refinitiv.fixspec.com/specserver/specs/elektron/emea/europe-mifid-composite/1-3-4/2296-mifid-composite-xbo-quote-rics-erttrade-reporting does not seem to give much info this area neither.
Here are some bad examples of SAPGEUR.xbo today, I actually run the test program for whole May 25 and receive no quotes at all(because my program ignore incomplete quote)
[ 11:12:06:706 ] , --ItemManager event=121,event handle 1576770878 MsgModelType 6MESSAGE
Msg Type: MsgType.UPDATE_RESP
Msg Model Type: MARKET_PRICE
Indication Flags:
Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
SeqNum: 14496
RespTypeNum: 1 (QUOTE)
Payload: 9 bytes
FIELD_LIST
FIELD_ENTRY 30/BIDSIZE: 1075
[ 11:12:32:339 ] , --ItemManager event=121,event handle 1576770878 MsgModelType 6MESSAGE
Msg Type: MsgType.UPDATE_RESP
Msg Model Type: MARKET_PRICE
Indication Flags:
Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
SeqNum: 14512
RespTypeNum: 1 (QUOTE)
Payload: 9 bytes
FIELD_LIST
FIELD_ENTRY 30/BIDSIZE: 1200
I search my previous test, I did find another quote for HSBAGBP.xbo that are somewhat better, but then, I don't see any FID indicates which exchange this quote is coming from.
09:56:14:712 ] , --ItemManager event=121,event handle 49386809 MsgModelType 6MESSAGE
Msg Type: MsgType.UPDATE_RESP
Msg Model Type: MARKET_PRICE
Indication Flags:
Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
SeqNum: 10848
RespTypeNum: 1 (QUOTE)
Payload: 116 bytes
FIELD_LIST
FIELD_ENTRY 345/BID_TONE:
FIELD_ENTRY 8469/BID_TONE1:
Received field id: 14265 - Not defined in dictionary
FIELD_ENTRY 1025/QUOTIM: 13:56:14
FIELD_ENTRY 1071/COLID_2: 15 (15)
FIELD_ENTRY 1021/SEQNUM: 2509206
FIELD_ENTRY 3855/QUOTIM_MS: 50174623
FIELD_ENTRY 1072/COLID_3: 15 (15)
FIELD_ENTRY 4150/BID_TIM_MS: 50174623
FIELD_ENTRY 1073/COLID_4: 15 (15)
FIELD_ENTRY 1074/COLID_5: 15 (15)
FIELD_ENTRY 135/MID_NET_CH: 0.375
FIELD_ENTRY 1422/COLID_6: 15 (15)
FIELD_ENTRY 134/MID_PRICE: 398.900
Received field id: 4990 - Not defined in dictionary
FIELD_ENTRY 275/SEC_ACT_1: 398.900
FIELD_ENTRY 22/BID: 398.85
FIELD_ENTRY 30/BIDSIZE: 2800
Received field id: 14264 - Not defined in dictionary
Best Answer
-
Hello @chris.xiao
I suggest you enable RFA trace log which shows what fields RFA receives from the feed which publishes data.
To enable RFA trace log file, Set ipcTraceFlags = 7, mountTrace=true and specify logFileName parameter of the connection node. For example:
node name="rsslConnection">
<map>
<entry key="connectionType" value="RSSL"/>
<entry key="serverList" value="adsserver"/>
<entry key="portNumber" value="14002"/>
<entry key="ipcTraceFlags" value="7"/>
<entry key="mountTrace" value="true"/>
<entry key="logFileName" value="traceRFA_RSSL%u.log"/>
</map>
</node>If RFA trace log does not show the same fields as your application, the application source code should be investigated why it misses fields.
If RFA trace log shows the same fields as the application, that means this is the feed problem and you should reach out to the Refinitiv Helpdesk and select Product to be the feed e.g. Thomson Reuters Elektron Real-Time
0
Answers
-
Hi Primchaya,
I enabled RFA trace, it shows exact same issue. Will forward to helpdesk.
Thanks,
Chris
0
Categories
- All Categories
- 6 AHS
- 37 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
- 367 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
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛