It's not 'stable' to expand chains with EMA

aiqin.liu0
aiqin.liu0
in EMA

Hello,

The chain expander used in our application is referred to the openAVeryLongChainWithTheOptimizedAlgorithm() method in Example.EMA.Java.ValueAddObjectsForEMA(Simple Chain objects for EMA - Part 2 ), to expand chain 0#SHAU then the sub chains.

0#SHAU could be expanded to several sub chains such as 0#SHAUQ1+, 0#SHAUV1+, we need expand these sub chains further to RICs like SHAU332H1, SHAU340J1.

But we found that the chain could not be fully expanded especially during the market opening period.

For example, 0#SHAU could be expanded to 5 sub chains: 0#SHAUM1+, 0#SHAUJ1+,0#SHAUQ1+, 0#SHAUH1+ and 0#SHAUV1+, for each sub chain, it could expand to more than 60 RICs; during the intraday time, some sub chains might be expanded to 0 RICs, which is not stable.

So we wonder if any rules or factors to impact the chain expander’s stability.

Thanks.

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    @aiqin.liu0,

    From what I can see, 0#SHAU: has five entries, and one next link which contains three entries. None of these entries expand any more.


    name="0#SHAU:"
        FieldEntry fid="1" name="PROD_PERM" dataType="UInt" value="7317"
        FieldEntry fid="2" name="RDNDISPLAY" dataType="UInt" value="163"
        FieldEntry fid="3" name="DSPLY_NAME" dataType="Rmtes" value="SHFE GOLD FUT"
        FieldEntry fid="4" name="RDN_EXCHID" dataType="Enum" value="0"
        FieldEntry fid="15" name="CURRENCY" dataType="Enum" value="156"
        FieldEntry fid="239" name="REF_COUNT" dataType="UInt" value="5"
        FieldEntry fid="259" name="RECORDTYPE" dataType="UInt" value="184"
        FieldEntry fid="728" name="BCAST_REF" dataType="Rmtes" value="MET"
        FieldEntry fid="800" name="LONGLINK1" dataType="Ascii" value="SHAUH1"
        FieldEntry fid="801" name="LONGLINK2" dataType="Ascii" value="SHAUJ1"
        FieldEntry fid="802" name="LONGLINK3" dataType="Ascii" value="SHAUK1"
        FieldEntry fid="803" name="LONGLINK4" dataType="Ascii" value="SHAUM1"
        FieldEntry fid="804" name="LONGLINK5" dataType="Ascii" value="SHAUQ1"
        FieldEntry fid="805" name="LONGLINK6" dataType="Ascii" value="(blank data)"
        FieldEntry fid="806" name="LONGLINK7" dataType="Ascii" value="(blank data)"
        FieldEntry fid="807" name="LONGLINK8" dataType="Ascii" value="(blank data)"
        FieldEntry fid="808" name="LONGLINK9" dataType="Ascii" value="(blank data)"
        FieldEntry fid="809" name="LONGLINK10" dataType="Ascii" value="(blank data)"
        FieldEntry fid="810" name="LONGLINK11" dataType="Ascii" value="(blank data)"
        FieldEntry fid="811" name="LONGLINK12" dataType="Ascii" value="(blank data)"
        FieldEntry fid="812" name="LONGLINK13" dataType="Ascii" value="(blank data)"
        FieldEntry fid="813" name="LONGLINK14" dataType="Ascii" value="(blank data)"
        FieldEntry fid="814" name="LONGPREVLR" dataType="Ascii" value="(blank data)"
        FieldEntry fid="815" name="LONGNEXTLR" dataType="Ascii" value="1#SHAU:"
        FieldEntry fid="1080" name="PREF_DISP" dataType="UInt" value="6929"
        FieldEntry fid="1081" name="PREF_LINK" dataType="Ascii" value="1#SHAU:"
        FieldEntry fid="1352" name="DSPLY_NMLL" dataType="Rmtes" value="??"

    name="1#SHAU:"
        FieldEntry fid="1" name="PROD_PERM" dataType="UInt" value="7317"
        FieldEntry fid="2" name="RDNDISPLAY" dataType="UInt" value="163"
        FieldEntry fid="3" name="DSPLY_NAME" dataType="Rmtes" value="SHFE GOLD FUT"
        FieldEntry fid="4" name="RDN_EXCHID" dataType="Enum" value="0"
        FieldEntry fid="15" name="CURRENCY" dataType="Enum" value="156"
        FieldEntry fid="239" name="REF_COUNT" dataType="UInt" value="3"
        FieldEntry fid="259" name="RECORDTYPE" dataType="UInt" value="184"
        FieldEntry fid="728" name="BCAST_REF" dataType="Rmtes" value="MET"
        FieldEntry fid="800" name="LONGLINK1" dataType="Ascii" value="SHAUV1"
        FieldEntry fid="801" name="LONGLINK2" dataType="Ascii" value="SHAUZ1"
        FieldEntry fid="802" name="LONGLINK3" dataType="Ascii" value="SHAUG2"
        FieldEntry fid="803" name="LONGLINK4" dataType="Ascii" value="(blank data)"
        FieldEntry fid="804" name="LONGLINK5" dataType="Ascii" value="(blank data)"
        FieldEntry fid="805" name="LONGLINK6" dataType="Ascii" value="(blank data)"
        FieldEntry fid="806" name="LONGLINK7" dataType="Ascii" value="(blank data)"
        FieldEntry fid="807" name="LONGLINK8" dataType="Ascii" value="(blank data)"
        FieldEntry fid="808" name="LONGLINK9" dataType="Ascii" value="(blank data)"
        FieldEntry fid="809" name="LONGLINK10" dataType="Ascii" value="(blank data)"
        FieldEntry fid="810" name="LONGLINK11" dataType="Ascii" value="(blank data)"
        FieldEntry fid="811" name="LONGLINK12" dataType="Ascii" value="(blank data)"
        FieldEntry fid="812" name="LONGLINK13" dataType="Ascii" value="(blank data)"
        FieldEntry fid="813" name="LONGLINK14" dataType="Ascii" value="(blank data)"
        FieldEntry fid="814" name="LONGPREVLR" dataType="Ascii" value="0#SHAU:"
        FieldEntry fid="815" name="LONGNEXTLR" dataType="Ascii" value="(blank data)"
        FieldEntry fid="1080" name="PREF_DISP" dataType="UInt" value="6929"
        FieldEntry fid="1081" name="PREF_LINK" dataType="Ascii" value="(blank data)"
        FieldEntry fid="1352" name="DSPLY_NMLL" dataType="Rmtes" value="??"
        FieldEntry fid="1709" name="RDN_EXCHD2" dataType="Enum" value="516"
        FieldEntry fid="5357" name="CONTEXT_ID" dataType="Real" value="4297.0"
        FieldEntry fid="6401" name="DDS_DSO_ID" dataType="UInt" value="4200"
        FieldEntry fid="6480" name="SPS_SP_RIC" dataType="Ascii" value=".[SPSSHFEVAE4"


    Please contact Refinitiv to understand this chain. We are unable to provide advise on content.

Answers

  • Gurpreet
    Gurpreet

    Hi @aiqin.liu0,

    I am not sure what you mean by not-stable.

    The chains are dynamic lists and they grow/shrink/mutate with market activity. I am not familiar with your instrument, but it seems like you should check with Refinitiv Helpdesk to talk to a content expert, who can verify the behavior of this chain instrument.

  • aiqin.liu0
    aiqin.liu0

    Thanks @Gurpreet for your comments.

    The 'not stable' I mean here is refer to the count of expanded RICs for the chains, which should be fixed for each day, but we could not always get the expected count via openAVeryLongChainWithTheOptimizedAlgorithm() - sometimes OK, sometimes not

    For example, the chain should expand to totally 341 RICs, I run the program to expand the chain several times in a day, it could not always get all the RICs during the trading time for the RICs - sometimes 341, sometimes less than 341.

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