RFA. Snapshot returns 0 instead of empty field

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igorg

646 ●6 ●13 ●25

RFA. Snapshot returns 0 instead of empty field

We use RFA API to get the data from different exchanges..

For the tickers that are not traded today we expect empty values for the LAST, HIGH, LOW, OPEN…

In this case we rely on API message type check:

TibMsg_type tibType = fld.Type();

if ( tibType == TibMsg_type::TIBMSG_NODATA && fld.Size() == 0)
...

However, it seems we are getting 0 instead. I compared the data from Eikon and Eikon shows empty values or ‘-’.

Sample ticker: CAVUSD.SN. How can we differentiate the 0 values that mean empty and real zeros?

P.S. I've talked to content and advance support team and they advised me to submit query here.

trep rfa rfa-api

Sep 06, 2019 at 10:36 AM

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Answer 1 · 2019-09-09T00:22:58Z

veerapath.rungruengrayubkul

11.3k ●25 ●8 ●13

@igorg

For MarketFeed data, there are two type of 0 value; blank data(+0) and actual zero value(-0). Application can differentiate those values with TibMsg api via hint data(TSS_HINT_BLANK_VALUE(127))

Below is the sample of usage.

        err = tMsg.Get("AVTURNOVER", fldTmp);
	if (!err.code)
	{
		fldTmp.Convert(sField);
		std::cout << "AVTURNOVER:  ";
		if (*(Tib_u8*)fldTmp.HintData() == TSS_HINT_BLANK_VALUE)
			printf("<Blank>");
		else
		printf("%0.2f\t", sField);
	}

Sep 09, 2019 at 12:22 AM

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igorg Sep 09, 2019 at 09:18 AM

Let me try this today and I will get back with the result.

Thanks

igorg Sep 10, 2019 at 06:00 PM

I can see this hint only for double values. Will it work for INT ?

veerapath.rungruengrayubkul igorg Sep 11, 2019 at 01:06 AM

@igorg I have tried some tests on INTEGER field such as BIDSIZE and ASKSIZE. HintData() returns value properly; 127 for +0 (blank) and 0 for -0 (real zero).

igorg veerapath.rungruengrayubkul Sep 11, 2019 at 10:05 AM

BIDSIZE: 25672 HintData: 0 TibMsg_type: 7 Size: 8

ASKSIZE: 36226 HintData: 0 TibMsg_type: 7 Size: 8

type == 7 is double. It seems this is not a good example.

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Answer 2 · 2019-09-06T11:17:01Z

Gurpreet

13k ●32 ●12 ●18

Hi @igorg, These fields are defined in the data dictionary as price fields and they cannot contain non-numeric value:

TRDPRC_1   REAL64
HIGH_1     REAL64
LOW_1      REAL64
OPEN_PRC   REAL64

Your application should check if the field is blank or not, by invoking the ```OMMData.isBlank()``` method, and suppress displaying 0 as a result. See an example implementation in the Examples\Common\GenericOMMParser.cpp file in the RFA SDK.

Sep 06, 2019 at 11:17 AM

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igorg Sep 06, 2019 at 11:38 AM

We are not using OMM API. We're using RFA API with tibco message.

Answer 3 · 2019-09-06T11:52:32Z

umer.nalla

20.3k ●73 ●10 ●20

Hi @igorg

Can you confirm how exactly you are extracting the '0' value from the field?

In terms of MarketFeed data format my understanding is that a string of "+0" indicates an empty field.

As a side note, is this a new application you are developing or an existing one you are debugging?

If you are developing a new application I would strongly urge you to explore our Elektron Message API (EMA). RFA is a feature complete API and MarketFeed is considered a legacy data format. Most of our clients are moving away from MarketFeed data - if they have not already done so.

As well as being considerably easier to learn, code and maintain - just one benefit of Elektron Message API is that it uses our newer OMM data format - which amongst other things supports the concept of blank / empty data fields.

For more details on OMM please refer to this whitepaper

For more details on EMA which is part of the Elektron SDK please refer here

You may also find this short video useful- Why Migrate from RFA to EMA?

Sep 06, 2019 at 11:52 AM

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igorg Sep 06, 2019 at 11:56 AM

To check what data we receive in the message I used this code from one of the samples to log the data to the file:

    char bufff[40];
    memset(bufff, 0, sizeof(bufff));
    TibErr error;
    error = fld.Convert(bufff, sizeof(bufff));
    stringstream os;
    if (error.code == TIBMSG_OK)
    {
        os << fld.Name() << ": " << bufff;
    }
    else
    {
        os << fld.Name() << ": " << "{ERROR}";
    }

This is old application and there is no plan to migrate yet.

Answer 4 · 2019-09-06T12:39:44Z

zoya faberov

23k ●22 ●9 ●14

Hello @igorg,

As an additional note, as perhaps it is pertaining to the check failure,

Instrument CAVUSD.SN does not carry

LAST, HIGH, LOW, OPEN fids in the initial refresh,

could this be the cause of the confusion?

SSL_ET_ITEM_IMAGE  Chan: 0 ServiceName: ELEKTRON_EDGE ItemName: CAVUSD.SN DataFormat: 2 DataDescriptor: 0 DataLength: 1609 SequenceNum: 0 ClientItemTag: 42891248 PreviousName:  NextName:  GroupId: 2 ItemState: SSL_IS_OK StateInfoCode: SSL_INFO_NONE Text: All is well
<FS>340<US>XX<GS>CAVUSD.SN<US>79<US>1<RS>
PROD_PERM            : UINT           3   : [246]
RDNDISPLAY           : UINT           2   : [64]
DSPLY_NAME           : STRING         16  : [CAMROVA RESOU US]
RDN_EXCHID           : ENUM           3   : [166]
TRDPRC_1             : REAL           2   : [+0]
TRDPRC_2             : REAL           2   : [+0]
TRDPRC_3             : REAL           2   : [+0]
TRDPRC_4             : REAL           2   : [+0]
TRDPRC_5             : REAL           2   : [+0]
NETCHNG_1            : REAL           2   : [+0]
HIGH_1               : REAL           2   : [+0]
LOW_1                : REAL           2   : [+0]
PRCTCK_1             : ENUM           1   : [0]
CURRENCY             : ENUM           3   : [840]
TRADE_DATE           : DATE           11  : [           ]
TRDTIM_1             : TIME           5   : [  :  ]
OPEN_PRC             : REAL           2   : [+0]
HST_CLOSE            : REAL           2   : [+0]
BID                  : REAL           2   : [+0]
BID_1                : REAL           2   : [+0]
BID_2                : REAL           2   : [+0]
ASK                  : REAL           2   : [+0]
ASK_1                : REAL           2   : [+0]
ASK_2                : REAL           2   : [+0]
NEWS                 : STRING         4   : [    ]
NEWS_TIME            : TIME           5   : [  :  ]
BIDSIZE              : REAL           2   : [+0]
ASKSIZE              : REAL           2   : [+0]
ACVOL_1              : REAL           2   : [+0]
EARNINGS             : REAL           2   : [+0]
YIELD                : REAL           2   : [+0]
PERATIO              : REAL           2   : [+0]
DIVIDENDTP           : ENUM           1   : [0]
DIVPAYDATE           : DATE           11  : [           ]
EXDIVDATE            : DATE           11  : [           ]
CTS_QUAL             : ENUM           1   : [0]
BLKCOUNT             : REAL           2   : [+0]
BLKVOLUM             : REAL           2   : [+0]
TRD_UNITS            : ENUM           1   : [3]
LOT_SIZE             : REAL           2   : [+1]
PCTCHNG              : REAL           2   : [+0]
OPEN_BID             : REAL           2   : [+0]
DJTIME               : TIME           5   : [  :  ]
CLOSE_BID            : REAL           2   : [+0]
CLOSE_ASK            : REAL           2   : [+0]
DIVIDEND             : REAL           2   : [+0]
NUM_MOVES            : REAL           2   : [+0]
OFFCL_CODE           : STRING         72  : [<0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00>]
HSTCLSDATE           : DATE           11  : [           ]
YRHIGH               : REAL           2   : [+0]
YRLOW                : REAL           2   : [+0]
TURNOVER             : REAL           2   : [+0]
BOND_TYPE            : ENUM           1   : [0]
BCKGRNDPAG           : STRING         4   : [    ]
YCHIGH_IND           : ENUM           1   : [0]
YCLOW_IND            : ENUM           1   : [0]
BID_NET_CH           : REAL           2   : [+0]
BID_TICK_1           : ENUM           1   : [0]
CUM_EX_MKR           : ENUM           1   : [0]
PRC_QL_CD            : ENUM           1   : [0]
NASDSTATUS           : ENUM           1   : [0]
PRC_QL2              : ENUM           1   : [0]
TRDVOL_1             : REAL           2   : [+0]
LOT_SIZE_A           : REAL           2   : [+1]
BID_HIGH_1           : REAL           2   : [+0]
BID_LOW_1            : REAL           2   : [+0]
YRBIDHIGH            : REAL           2   : [+0]
YRBIDLOW             : REAL           2   : [+0]
HST_CLSBID           : REAL           2   : [+0]
YRBDHI_IND           : ENUM           1   : [0]
YRBDLO_IND           : ENUM           1   : [0]
NUM_BIDS             : REAL           2   : [+0]
RECORDTYPE           : UINT           3   : [113]
BID_MMID1            : STRING         4   : [    ]
ASK_MMID1            : STRING         4   : [    ]
OPTION_XID           : STRING         36  : [<0x00><0x00><0x00><0x00><0x00><0x00>]
YRHIGHDAT            : DATE           11  : [           ]
YRLOWDAT             : DATE           11  : [           ]
IRGPRC               : REAL           2   : [+0]
IRGVOL               : REAL           2   : [+0]
IRGCOND              : ENUM           1   : [0]
TIMCOR               : TIME           8   : [  :  :  ]
INSPRC               : REAL           2   : [+0]
INSVOL               : REAL           2   : [+0]
INSCOND              : ENUM           1   : [0]
SALTIM               : TIME           8   : [  :  :  ]
TNOVER_SC            : ENUM           1   : [3]
BCAST_REF            : STRING         10  : [CAVUSD.SN ]
CROSS_SC             : ENUM           1   : [0]
AMT_OS               : REAL           2   : [+0]
AMT_OS_SC            : ENUM           1   : [0]
OFF_CD_IND           : ENUM           1   : [0]
PRC_VOLTY            : REAL           2   : [+0]
AMT_OS_DAT           : DATE           11  : [           ]
BKGD_REF             : STRING         0   : []
GEN_VAL1             : REAL           2   : [+0]
GEN_VAL2             : REAL           2   : [+0]
GEN_VAL3             : REAL           2   : [+0]
GEN_VAL4             : REAL           2   : [+0]
GV1_TEXT             : STRING         36  : [<0x00><0x00><0x00><0x00><0x00><0x00>]
GV2_TEXT             : STRING         36  : [<0x00><0x00><0x00><0x00><0x00><0x00>]
GV3_TEXT             : STRING         36  : [<0x00><0x00><0x00><0x00><0x00><0x00>]
GV4_TEXT             : STRING         36  : [<0x00><0x00><0x00><0x00><0x00><0x00>]
SEQNUM               : REAL           2   : [+0]
PRNTYP               : STRING         6   : [<0x00>]
PRNTBCK              : REAL           2   : [+0]
QUOTIM               : TIME           8   : [  :  :  ]
GV1_FLAG             : STRING         6   : [<0x00>]
GV2_FLAG             : STRING         6   : [<0x00>]
GV3_FLAG             : STRING         6   : [<0x00>]
GV4_FLAG             : STRING         6   : [<0x00>]
OFF_CD_IN2           : ENUM           1   : [0]
OFFC_CODE2           : STRING         12  : [000000CAVUSD]
GV1_TIME             : TIME           8   : [  :  :  ]
GV2_TIME             : TIME           8   : [  :  :  ]
EXCHTIM              : TIME           8   : [  :  :  ]
YRHI_IND             : ENUM           1   : [0]
YRLO_IND             : ENUM           1   : [0]
BETA_VAL             : REAL           2   : [+0]
PREF_DISP            : UINT           3   : [UEA]
DSPLY_NMLL           : STRING         32  : [                                ]
VOL_X_PRC1           : REAL           2   : [+0]
DSO_ID               : UINT           3   : [@lJ]
AVERG_PRC            : REAL           2   : [+0]
UPC71_REST           : STRING         6   : [<0x00>]
ADJUST_CLS           : REAL           2   : [+0]
WEIGHTING            : REAL           2   : [+0]
STOCK_TYPE           : STRING         18  : [<0x00><0x00><0x00>]
IMP_VOLT             : REAL           2   : [+0]
RDN_EXCHD2           : ENUM           3   : [166]
CP_ADJ_FCT           : REAL           2   : [+0]
CP_ADJ_DAT           : DATE           11  : [           ]
MKT_VALUE            : REAL           2   : [+0]
SPEC_TRADE           : REAL           2   : [+0]
FCAST_EARN           : REAL           2   : [+0]
EARANK_RAT           : REAL           2   : [+0]
FCAST_DATE           : DATE           11  : [           ]
YEAR_FCAST           : STRING         24  : [<0x00><0x00><0x00><0x00>]
IRGMOD               : ENUM           1   : [0]
INSMOD               : ENUM           1   : [0]
GV3_TIME             : TIME           8   : [  :  :  ]
GV4_TIME             : TIME           8   : [  :  :  ]
IRGFID               : REAL           2   : [+0]
IRGVAL               : REAL           2   : [+0]
PCT_ABNVOL           : REAL           2   : [+0]
BC_10_50K            : REAL           2   : [+0]
BC_50_100K           : REAL           2   : [+0]
BC_100K              : REAL           2   : [+0]
PMA_50D              : REAL           2   : [+0]
PMA_150D             : REAL           2   : [+0]
PMA_200D             : REAL           2   : [+0]
VMA_10D              : REAL           2   : [+0]
VMA_25D              : REAL           2   : [+0]
VMA_50D              : REAL           2   : [+0]
OPN_NETCH            : REAL           2   : [+0]
CASH_EXDIV           : REAL           2   : [+0]
MKT_VAL_SC           : ENUM           1   : [0]
CASH_EXDAT           : DATE           11  : [           ]
PREV_DISP            : UINT           3   : [@@@]
PRC_QL3              : ENUM           1   : [0]
MPV                  : ENUM           1   : [0]
OFF_CLOSE            : REAL           2   : [+0]
QUOTE_DATE           : DATE           11  : [           ]
VWAP                 : REAL           2   : [+0]
PROV_SYMB            : STRING         32  : [CAVUSD                          ]
BID_ASK_DT           : DATE           11  : [           ]
ISIN_CODE            : STRING         35  : [<0x00><0x00><0x00><0x00>           ]
MNEMONIC             : STRING         20  : [CAVUSD              ]
RTR_OPN_PR           : REAL           2   : [+0]
SEDOL                : STRING         72  : [<0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00><0x00>]
TRDTIM_MS            : UINT           2   : [+0]
SALTIM_MS            : UINT           2   : [+0]
QUOTIM_MS            : UINT           2   : [+0]
TIMCOR_MS            : UINT           2   : [+0]
CONTEXT_ID           : REAL           5   : [+1485]
DDS_DSO_ID           : UINT           3   : [O@B]
SPS_SP_RIC           : STRING         15  : [.[SPSIDNAM13002]
Image Received.

Sep 06, 2019 at 12:39 PM

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Answer 5 · 2019-09-06T12:54:14Z

umer.nalla

20.3k ●73 ●10 ●20

Hi @igorg

Can you check with your Market Data team to see how their TREP components are configured?

There is an ADS parameter - convertToIDNStyle which controls how legacy format data in published

If this is configured correctly, then you should raise a Support ticket with the Developer Support team so they can perform detailed offline investigation.

converttoidnstyle.png (45.5 KiB)

Sep 06, 2019 at 12:54 PM

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igorg Sep 06, 2019 at 01:01 PM

I will try to find out our configuration.. But based on your screenshot (and our code) we're expecting convertToIDNStyle is set to false. But I didn't see any fields reported with zero length. At the same time, if it's set to True, I would see some '+0' , and I don't see them at all..

Also, empty time fields look like : ' : '.

igorg Sep 06, 2019 at 01:05 PM

What is "your Marketdata team"? I've asked here and seems we don't know.

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