@NWM

The legacy MarketFeed format is slightly different.

The legacy MarketFeed status uses a single enum variable, State.

enum State {
/// The data contained within the event is OK
    Ok            = 1,
/// The data contained within the event is stale.
/// It may not be consistent with the data source.
    Stale         = 2,
/// The data stream for this item has been closed.
    Closed        = 3,
/// The data stream for this item has been closed.
/// The application may be able to recover this item.
    ClosedRecover = 4,
/// There is no change from the previous state.
    NoChange      = 5
};

The application can get the data state by calling getStatus().getState().

const rfa::sessionLayer::MarketDataItemEvent & MDEvent = 
    static_cast<const rfa::sessionLayer::MarketDataItemEvent&>(event);

MarketDataItemStatus::State state = MDEvent.getStatus().getState();

But overall concept is still the same. No update doesn't equal to data status down. If data status down, you should receive "Stale" state status message from the server.

@NWM

One way would be to configure monitoring system to capture SALTIM & TRDPRC_1 fields and if no updates after a configurable interval, it probably indicates updates are stopped for a particular ric.

That's not how Elektron work.

Elektron send updates only when there is new data. It is possible to not receive any updates all day long for RICs that have no market activity. So, no update doesn't equal to data status down.

If data status down, you should receive a status message from the server.

What made you believe that data update has stopped?

Did you compare it to another source?

If yes, did the application receive any status message?

Have you tried enabling message tracing and see if the application received any status message?

@Warat, Thanks for the reply. Sorry I was not clear. We could check the most active/liquid RICs of a particular market. Again this may not yield 100% accurate outcome regarding the data status but it does give some indication as to the update status.

We wish to implement such type of monitoring so it would be helpful if you can advise status messages sent by ERT / TREP components which can be captured with the API(e.g. RFA C++).

Thank you.

@NWM

Basically, the status consists of Stream State and Data State.

The stream state indicates the state of the stream (e.g., Open, Closed) while the data state indicates the validity of the data (e.g., OK, Suspect).

The status combinations that you would see when updates stopped are either

• Stream: OPEN / Data: SUSPECT or
• Stream: CLOSED / Data: SUSPECT

The first one means data is temporarily unavailable. It can recover itself, which you will then receive a refresh message contain the current data with Stream: Open Data: Ok status.

The second one means Data is not available and is not likely to become available. This usually sent as a result of permission denied or incorrect request rather than data issue, and you should check the accompanying status text for more info.

For RFA C++, you should check out section "7.4.2 Response Status" of DevGuide for more detail.

When you process response message, you should always check for Status Flag and then get the Stream and Data state of the item.

if(respMsg.getHintMask() & RespMsg::RespStatusFlag)
{
    const RespStatus& status = respMsg.getRespStatus();
    status.getStreamState(); // This return Stream State Enum
    status.getDataState(); // This return Data State Enum
    status.getStatusText(); // This return string describe the status.
}

@Warat B., Thank you for the response. I suppose the above can be applied for MarketFeed message format?

@Warat, Thank you for the response.