Empty message recieved form websocket

shahbaz.ansari
shahbaz.ansari
in Elektron

Hello, I'm would like to understand the messages below. First message shows data which is fine, but I am not sure why we got the second message which appears to be empty as there are no updates provided within the message. Is this expected behavior?

Multiple Messages:


[

{

"ID":3,"Type":"Update","UpdateType":"Unspecified","Key":{"Service":"ELEKTRON_DD","Name":"1MCU3=LX"},"SeqNumber":28208,

"Fields":{"TIMACT":"08:15:00","TIMACT_MS":29712490,"EXCHTIM":"08:15:12.49","BEST_BID10":6556.50,"BEST_BSZ10":2,"NO_BIDRD10":2,"NO_BIDMK10":2}


},

{

"ID":3,"Type":"Update","UpdateType":"Unspecified","Key":{"Service":"ELEKTRON_DD","Name":"1MCU3=LX"},"SeqNumber":28224,

"Fields":{"TIMACT":"08:15:00","TIMACT_MS":29712490,"EXCHTIM":"08:15:12.49"}

}

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello @shahbaz.ansari,

    An update without any apparent changes is rare, but is not, in itself, an error. This update includes 3 fields, including time of the last action, that make it a valid update. It is possible for exchange to publish an update on an instrument that does not apparently contain any meaningful new info. API will just convey whatever information the publisher has published, to the consumer.

    Please see this answer for more relevant details

Answers

  • shahbaz.ansari
    shahbaz.ansari

    thanks, I see that it contains 3 fields but since none of them were actually different from the prior message I wasn't sure if this is a valid 'update' message or some kind of unexpected message. to be clear are you saying that even though this message doesn't contain any updates on the 3 fields it's still considered to be a valid update?

  • zoya faberov
    zoya faberov

    Hello @shahbaz.ansari,

    If the message was received from the service, it is legitimate.

    As an option, if you get these periodically, not a once-off, then to be 100% sure this is the case, and not an artifact of a custom consumer app issue, you could run a standard example app unmodified, and see if it receives the same type of update from the same instrument.

  • shahbaz.ansari
    shahbaz.ansari
    Appreciate the feedback. Is there a tag that identifies these types of messages? this way we can filter them out
  • zoya faberov
    zoya faberov

    They are of no special type. On type, please see your capture, they are of plain "UpdateType":"Unspecified". Which can be indicative of conflated service but not always.

    You may optionally check out this previous discussion for the full list of UpdateTypes.

  • nick.zincone
    nick.zincone

    @shahbaz.ansari,

    When you requested for this message, did you explicitly specify a set of fields? If you did, there may have been a market data event that caused N fields to change, and based on the fields you specified, you only received updates for the fields you requested.

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