No updates in streaming of Realtime prices
We are testing the collection of price data in Realtime for a client
Our process seems able to connect and authenticate itself with the details provided by the client.
It then is able to retrieve prices for the subscribed list. On 16 June 2022 we noticed that no further updates were arriving.
We checked could not see any obvious issues. Our process is scheduled to resume and reconnect every day, so we monitored it this morning and can see it apparently connect and authenticate and get TRDPRC etc, but then no further updates.
Any advice on how to diagnose the cause of the lack of updates would be appreciated.
Below are the opening lines of our output file:
[{"ID":1,"Type":"Refresh","Domain":"Login","Key":{"Name":"AQIC5wM2LY4SfcxkohOynsZhY3I0DEe844qz7sIRgkTbIHo%3D%40AAJTSQACMTAAAlNLABMzNDQ3MTAxNjIzOTcyODU3NzQ4AAJTMQACMjU%3D%23","Elements":{"AllowSuspectData":1,"ApplicationId":"256","ApplicationName":"RTO","AuthenticationErrorCode":0,"AuthenticationErrorText":{"Type":"AsciiString","Data":null},"AuthenticationTTReissue":1655363416,"Position":"10.34.43.121","ProvidePermissionExpressions":1,"ProvidePermissionProfile":0,"SingleOpen":1,"SupportEnhancedSymbolList":1,"SupportOMMPost":1,"SupportPauseResume":0,"SupportStandby":1,"SupportStandbyMode":3,"SupportBatchRequests":7,"SupportViewRequests":1,"SupportOptimizedPauseResume":0}},"State":{"Stream":"Open","Data":"Ok","Text":"Login accepted by host ads-fanout-med-az1-use2-prd."},"Elements":{"PingTimeout":30,"MaxMsgSize":61516}},{"ID":2,"Type":"Status","State":{"Stream":"Closed","Data":"Ok","Text":"Processed 1641 total items from Batch Request. 1641 Ok."}},{"ID":13,"Type":"Refresh","Key":{"Service":"ELEKTRON_DD","Name":"/AYI.N"},"State":{"Stream":"Open","Data":"Ok"},"Qos":{"Timeliness":"Realtime","Rate":"JitConflated"},"PermData":"AwEBYhbA","SeqNumber":28448,"Fields":{"DSPLY_NAME":"XXXX XXX/d","TRDPRC_1":169.0,"NETCHNG_1":1.86,"CURRENCY":"USD","PCTCHNG":1.1128}},{"ID":106,"Type":"Refresh","Key":{"Service":"ELEKTRON_DD","Name":"/CVS.N"},"State":{"Stream":"Open","Data":"Ok"},"Qos":
Best Answer
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Hi @joe.blair,
We have a call scheduled to discuss this.
Meanwhile, I modified the Refinitiv sample at https://github.com/Refinitiv/websocket-api/blob/master/Applications/Examples/RDP/CSharp/MarketPriceRdpGwServiceDiscoveryExample/MarketPriceRdpGwServiceDiscoveryExample.cs to subscribe to list of instruments that you provided and was able to successfully get data for them. I do notice that, due to the large volume of data received, the websocket channel gets disconnected every once in a while and then reconnects. Limiting the number of fields received using the View field mitigates this issue.
Can you please try the Refinitiv sample with your batch request and tell us if this is still an issue.
0
Answers
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Hi @joe.blair,
Noting obvious stands out in your response message; can you confirm that you are not accidentally sending the snapshot request - i.e. have 'Streaming': false in your request message?
I would recommend that you try to use testclient and try subscribing to same instruments to rule out any issues with your ID or infrastructure.
0 -
Thanks Gurpreet. We will try testclient as soon as we can
My team did some further checks today:
1 - switching to a different set of credentials provided by our client. Behaviour was the same regardless of which set of credentials were used.
2 - Ran our process for 30 minutes to get the prices of a selected subset of data; just 9 securities. We got continuous updates during that full 30 minutes and we successfully produced an output file with updated prices every 5 minutes (our test settings determined the 5 min frequency of file generation)
3 - Ran our process for 30 minutes to get the price of a list of securities driven by our clients dataset ( approx 1600 securities). We received prices for the first 2/3 minutes and then nothing was updated for the rest of that 30 min period.
Is there some limit we are not respecting or is there a possibility that our client has some kind of limitation/constraint based on their credentials?
Thanks
Joe
0 -
Hi @joe.blair,
Are you processing the status messages - does anything standing out? Is your application based on Refinitiv provided code example - if so which one? What language/library are you using for websockets. Are the instruments actively being traded when you are requesting the data?
Also, which region/endpoint are you connecting to in the cloud. Can you attach the list of these 1600 instruments that your application is requesting.
Please let us know this and we can try to figure out the issue.
0 -
Gurpreet thanks.
I'm unable to attach a file with the list of instruments due to internal security restrictions, so I have pasted the list below.
Also our developer confirms:
Our code is slightly based on Refinitiv’s example code available here - https://github.com/Refinitiv/websocket-api/tree/master/Applications/Examples/CSharp and some bits are adopted from this class https://github.com/Refinitiv/websocket-api/blob/master/Applications/Examples/RDP/CSharp/MarketPriceRdpGwServiceDiscoveryExample/MarketPriceRdpGwServiceDiscoveryExample.cs
We are using Microsoft’s System.Net.WebSockets assembly to maintain connection with the service.
In the list we have securities from around the globe being requested but in our previous trial scenarios, even when no requested security fetched any updates, our process would keep receiving pings from the service to which we constantly replied but here it just stops without any closing response.
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