question

Upvotes
Accepted
3 1 1 4

I need to understand about the ticks we are receiving. Is it one record per tick or is the ticks been repeated until a new tick is there?

elektronrefinitiv-realtimeelektron-sdkrrtema-apielektron-message-apipricing
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
Accepted
13k 32 12 18

The fields which are updated by listing exchange will be sent in the update message, while the fields which are calculated, will be included if they differ from previously sent value.

E.g. A Trade price field will always be included in a Trade message, but the HIGH/LOW fields will be included only if these fields change as a result of new Trade price.

Item Name: IBM.N
Service Name: ELEKTRON_AD
TRDPRC_1(6): 155.4
TRDVOL_1(178): 100.0
ACVOL_1(32): 221738.0
.
.

Item Name: IBM.N
Service Name: ELEKTRON_AD
TRDPRC_1(6): 155.41
TRDVOL_1(178): 100.0
ACVOL_1(32): 221838.0
.
.

Item Name: IBM.N
Service Name: ELEKTRON_AD
TRDPRC_1(6): 155.34
TRDVOL_1(178): 100.0
ACVOL_1(32): 222058.0
LOW_1(13): 155.34
.
.
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
13k 32 12 18

@liyarthomas Can you please elaborate your question. I assume you are referring to update messages when subscribing to streaming service. In this case, the update message can be realtime tick-by-tick or conflated. This setting depends on how your infrastructure is setup. For a realtime service, all the quote and trade messages which are disseminated by source exchange, are delivered to the client.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
3 1 1 4

a) Do we receive the same values for a tick until the new tick arrives or

b) We do receive only changes for the tick values?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea