Reuters ADS feed and SFC query: Subscribing with Duplicate RICS

PCS is an instance of AssetControl which as multiple instances the SELECTFEED interface ( i.e. uses SFC api to source reuters data).

There are two interfaces called SFC_ECL and SFC_ECL_EOD.

  • SFC_ECL SELECTFEED gateway has securities requesting for the ASK, BID price data
  • SFC_ECL_EOD SELECTFEED gateway has securities requesting for the CLOSE price data

Can ADS on the TREP box cope with the same RIC code subscribed on multiple SELECTFEED interfaces using P2P ( which is ADS I believe)?

After the gateways are up for at least 4 hours or so it stops and repeatedly prints out the error message below:

Tue Nov 15 10:31:29 2016

ssl_errno = 43 on channel = 1

message =

source =

item =

An SSL IPC message has been received which contains an undefined Protocol Type.

file = src/ssl/eddispch.c, line = 4483, Channel = 1

ssl_DispatchOne: Failure: Failed to parse the SSL message

Any assistance would be appreciated.

Best Answer

  • I have analysed the IPCTRACE file and found that the API incorrectly parsed the incoming image.

    -----------------------------------------------
    MESSAGE RECIEVED:
    msg_length=2517
    hdr_length=6
    header flags = 0x2 : message flags = 0x9
    prot_type
    = SSLLIB -
    SINK_DIST
    Fri Nov 25 11:23:07 2016
    prot_version = 4.0BE 6
    msg_type (BE) = IMAGE 2
    -----------------------------------------
    service_id = 1
    status_state = NONE
    status_code = 0
    group = 1
    data_format = DT_MARKETFEED_RECORD (2)
    data_descriptor = 0
    item_name = /VNM (4)
    request_id = 215
    text = (0)
    data =
    l iswell «340­XX/VNM­78­58064‑1­4017‑2­67‑3­VNCK VCTR
    VTNM/d‑4­0‑6­+0‑7­+0‑8­+0‑9­+0‑10­+0‑11­+0‑12­+0‑13­+0‑14­1‑15­840‑16­23 NOV
    2016‑18­20:59‑19­+0‑21­+13.75‑22­+13.520000‑23­+0‑24­+0‑25­+14.750000‑26­+0‑27­+0‑28­
    ‑29­ : ‑32­+0‑34­-0.0000‑35­+2.1891‑36­-0.0000‑37­13‑38

    The data part must start with 340XX, not “I is well”.

    I assume that it could be the incompatible version of SSL APIs used by the application. The SFC application depends on the libssl48.so. SFC C++ 4.6.3.L1 required SSL API 4.8.F86.

    -bash-3.00$ strings libssl48.so | grep sapi
    VERSION sapi4.8.F86
    sapi4.8.F86

    Using different versions of SSL API with SFC C++ 4.6.3.L1 can cause unexpected behaviours.

Answers

  • Additional questions: (1) is this a new problem? If so what has changed?, (2) Are you using a very old version of SFC lib?

  • I understand you have raised a support ticket for your query.

    As an ADS can handle the same RIC being requested from multiple sessions / clients etc then the support ticket route is the best approach for daignosing the cause of the issue.