EMA:MarketPrice: can we use this update message as indicator of market closing event: UPDATE_TYPE_EN
Hi!
While streaming data in EMA/MarketPrice Domain, we need to know when a RIC's market is closed to tag the ending timepoint of a RIC's quote tream. Can UpdateeMessage type = UPDATE_TYPE_ENUM == thomsonreuters::ema::rdm::INSTRUMENT_UPDATE_CLOSING_RUN be used for this purpose?
Regards,
Yongguang
Best Answer
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Hi @ygwtravel
From an API perspective that is correct - note, however, API can only pass on what it receives from the server, which in turn passes on what it receives from the incoming feed.
Therefore, the above behaviour is exchange/asset class-specific - so you would need to raise a Content ticket with some details of the exchange/asset class plus some sample RIC codes you are interested in to confirm if the above is published for your particular data items.
The Content team should then be able to confirm if the above Update Type is available for your exchange(s)/asset classes of interest.
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