How to request an item SNAPSHOT+ last updated time in EMA

jake.lu
jake.lu
in Elektron

Is there a way to request an item snapshot in EMA? I'm looking to generate last updated time for an item. I don't need to continue listening to the updates.


Thanks,

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @jake.lu,

    To get a snapshot for an item, pass in the flag expressing this, when registering an item interest. Here is an example in EMA Java:

    consumer.registerClient(reqMsg.serviceName("DIRECT_FEED").name("IBM.N").interestAfterRefresh(false), appClient);

    See the EMA example example102__MarketPrice__Snapshot provided with EMA SDK.

Answers

  • jake.lu
    jake.lu

    Thanks for the reply. I have one more question, is there a way I can get the timestamp of that update from the snapshot?

  • Gurpreet
    Gurpreet

    There are couple of time fields, which will depend on the listing marketplace of your subscribed instrument. For e.g. for IBM.N, I see following time fields. You can see their description in the Data Model Discovery tool or RDMFieldDictionary. Most relevant ones are TRDTIM_1 for time of last trade and QUOTIM for quotes.

    name="TRDTIM_1" dataType="Time" value="20:00:00:000:000:000"
    name="TRDTIM_1" dataType="Time" value="20:00:00:000:000:000"
    name="NEWS_TIME" dataType="Time" value="22:55:51:000:000:000"
    name="NEWS_TIME" dataType="Time" value="22:55:51:000:000:000"
    name="DJTIME" dataType="Time" value="(blank data)"
    name="DJTIME" dataType="Time" value="(blank data)"
    name="TIMCOR" dataType="Time" value="(blank data)"
    name="TIMCOR" dataType="Time" value="(blank data)"
    name="SALTIM" dataType="Time" value="23:00:00:000:000:000"
    name="SALTIM" dataType="Time" value="23:00:00:000:000:000"
    name="QUOTIM" dataType="Time" value="20:00:00:000:000:000"
    name="QUOTIM" dataType="Time" value="20:00:00:000:000:000"
    name="EXCHTIM" dataType="Time" value="23:00:00:000:000:000"
    name="EXCHTIM" dataType="Time" value="23:00:00:000:000:000"
    name="CLOSE_TIME" dataType="Time" value="23:00:00:000:000:000"
    name="CLOSE_TIME" dataType="Time" value="23:00:00:000:000:000"
    name="TRDTIM_MS" dataType="UInt" value="72001888"
    name="SALTIM_MS" dataType="UInt" value="82800004"
    name="QUOTIM_MS" dataType="UInt" value="72000026"
    name="TIMCOR_MS" dataType="UInt" value="(blank data)"
    name="IMB_TIM_MS" dataType="UInt" value="71400002"
    name="OFF_CL_TIM" dataType="Time" value="23:00:00:000:000:000"
    name="OFF_CL_TIM" dataType="Time" value="23:00:00:000:000:000"
    name="CTRDTIM_MS" dataType="UInt" value="(blank data)"
    name="CTRDTIM" dataType="Time" value="(blank data)"
    name="CTRDTIM" dataType="Time" value="(blank data)"
    name="INSTRD_TIM" dataType="Time" value="(blank data)"
    name="INSTRD_TIM" dataType="Time" value="(blank data)"
    name="INSTIM_MS" dataType="UInt" value="(blank data)"
    name="IRGTIM_MS" dataType="UInt" value="71999995"
    name="BLKTIM_MS" dataType="Time" value="20:00:01:832:000:000"
    name="BLKTIM_MS" dataType="Time" value="20:00:01:832:000:000"
    name="PDTRDTM_MS" dataType="Time" value="(blank data)"
    name="ORDRECV_MS" dataType="Time" value="20:00:00:026:000:000"
    name="TRDRECV_MS" dataType="Time" value="23:00:00:001:000:000"
    name="ORDREC2_MS" dataType="Time" value="(blank data)"
    name="TRDREC2_MS" dataType="Time" value="(blank data)"
    name="CRSTIM_MS" dataType="Time" value="(blank data)"
    name="CRSTIM_MS" dataType="Time" value="(blank data)"
    name="HLT_RSM_MS" dataType="Time" value="17:13:43:390:000:000"
    name="ODDTIM_MS" dataType="Time" value="19:59:59:995:000:000"
    name="ODDTIM_MS" dataType="Time" value="19:59:59:995:000:000"
    name="HALT_TM_MS" dataType="Time" value="16:56:17:040:000:000"
    name="OFF_CLS_MS" dataType="Time" value="23:00:00:004:000:000"
    name="PREMKT_NS" dataType="Time" value="(blank data)"
    name="AFTMKT_NS" dataType="Time" value="(blank data)"

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