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Zheng.Huang avatar image
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Why no data be fed into RFA FeedHandler while 3500+ RICs were subscribed?

Hi, Dear all:

I wrote a FeedHandler to receive realtime data from TREP via the RFA C++ Windows interface.

But I met a problem. I have a RIC list which has 3500+ RICs, and the FeedHandler links to a Cascading TREP(equipped with ADH and ADS) once I start the FeedHandler process, I can see all the RICs had been subscribed at the Cascading TREP side. And then, all the subscribed released. The FeedHandler can't receive any data.

I did another test, shrink the RIC list number to 100 and launch the FeedHandler again. It works fine.

So, I can image there must be some limitation at any site of: Source TREP, Cascadign TREP or FeedHandler itself.

Can I have your suggestion about this case? What will be the most possible site and how to check that?

Regards

Zheng

treprfarfa-api
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3 Answers

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Zheng.Huang avatar image
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@Warat B.

Thank you so much!

As you mentioned, I checked the parameter *ads*aggregateItemLimt of my Cascading TREP, the value is 5000. But I can't check the value of Source TREP because of no permission.

But please forget the limitation of TREP side, I think I found the reason. It is caused by some RICs(such as one or more Stocks) have a "Suspended" status(Fid 6614). And my FH didn't filter them out.

So far, I just draw the conclusion but not implement in code. Do you have any suggestion of how to filter the "Suspended" from "Normal"?

BTW, we can check any FID at: http://dt.int.thomsonreuters.com/EVdatabase/EVindex.asp

Regards

Zheng

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warat.boonyanit avatar image warat.boonyanit

@Zheng.Huang

So the FeedHandler didn't receive any update because of trade suspend, is that correct?

In this case, you would have to decode the message payload and check the TRD_STATUS field for value 3.

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warat.boonyanit avatar image
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@Zheng.Huang

Did the FeedHandler receive any status message from TREP?

Also, TREP has configuration parameters
*ads*<serviceName>*itemLimit

and
*ads*aggregateItemLimit
which limit the maximum number of items a user is allowed to have open simultaneously.

The default is 2400 items.

If the FeedHandler exceeded this number, I should have received a status message from TREP.

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Zheng.Huang avatar image
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@Warat B.

Yes. The FH shutdown by itself once met the "Suspended" RIC, even there's only one among the 3500+ list.

Let me try to pick them out with TRD_STATUS field.

Thank you!

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