question

Upvotes
Accepted
mizanur.kazi avatar image
1 ●0 ●0 ●1

For Some securities with Frankfurt exchnage, we only get Update Message Type 0,missing 1 & 2 which is for quote and trade

Turning on all the messages, I see we get some messages under type 0 which is [from Reuters api]. We may need to talk to Reuters Tech Support.

/**

* Not specified

*/

public static final int INSTRUMENT_UPDATE_UNSPECIFIED = 0;

A message of above type looks like:

streamId="27"

domain="MarketPrice Domain"

updateTypeNum="0"

name="ZUMZ.F"

serviceId="23"

serviceName="IDN_SELECTFEED"

Payload dataType="FieldList"

FieldList

FieldEntry fid="5" name="TIMACT" dataType="Time" value="15:17:00:000:000:000"

FieldEntry fid="22" name="BID" dataType="Real" value="29.46"

FieldEntry fid="25" name="ASK" dataType="Real" value="30.04"

FieldEntry fid="30" name="BIDSIZE" dataType="Real" value="408.0"

FieldEntry fid="436" name="BEST_BID1" dataType="Real" value="29.46"

FieldEntry fid="441" name="BEST_ASK1" dataType="Real" value="30.04"

FieldEntry fid="1067" name="EXCHTIM" dataType="Time" value="15:17:28:000:000:000"

FieldListEnd

PayloadEnd

UpdateMsgEnd

We only process following 3 types:

/**

* Quote

*/

public static final int INSTRUMENT_UPDATE_QUOTE = 1;

/**

* Trade

*/

public static final int INSTRUMENT_UPDATE_TRADE = 2;

/**

* Correction

*/

public static final int INSTRUMENT_UPDATE_CORRECTION = 7;

elektronrefinitiv-realtimeelektron-sdkrrtema-apielektron-message-apiupdate-message
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.

zoya faberov avatar image zoya faberov

Hello @mizanur.kazi,

You do not see updates of type trade and quote at this time (I expect Frankfurt exchange is closed for the day, no trading) or you do not observe them during Frankfurt exchange market open?

Are you able to see updates of type trade and quote to instruments that are active on exchanges that are during their market hours, for example, at this time NYSE (IBM.N) should be open and trading?

3 Answers

Upvotes
Accepted
umer.nalla avatar image
20.3k ●73 ●10 ●20

Hi @mizanur.kazi

Is there a question you wish to ask - it is not clear from your above post?

If you are interested in whether you need to act on the other update types, please refer to the existing post related to this matter. As you will note from my colleague Zoya's comments it may not be a good idea to ignore other update types - as you may miss important market data events.

If you require additional information beyond what is in the above post, then I recommend you raise Content type ticket with our Content Helpdesk.

The API just provides the data as it receives it from the server and incoming feeds etc. The exact context of the update types are really Content questions and not API questions.

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
zoya faberov avatar image
23k ●22 ●9 ●14

Hello @mizanur.kazi,

Looks like what you have seen is fully consistent with what have been published:

I have extracted raw content, from Tick History, for yesterday, 09/09/2019, for instrument ZUMZ.F

The updates are all of type "Unspecified".

I have opened a support case with our content services to confirm that the content is as expected, case# 07961716.

We will inform you when we have had a chance to investigate this on the content side.

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
zoya faberov avatar image
23k ●22 ●9 ●14

Hello @mizanur.kazi,

We have confirmed with our content experts that type UNSPECIFIED for these instruments was being sent by Frankfurt exchange.

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