{
"Ask": "N/A",
"Contributor": "N/A",
"Mid": "0.519",
"Value_TS1": "N/A",
"Bid": "N/A",
"RIC": "EURAB6E28Y=",
"Tenor": null
}
Here we only have a value for Mid, but no changes to Bid and Ask are reported. Plus, Value_TS1 is blank which doesn't tell us whether the data is in order or out of order since there are multiple threads involved in Refinitiv stream
Hi @vuk.magdelinic,
Can you provide the specific version and EMA language you are using? Also, can you confirm that the item you are requesting is "EURAB6E28Y="
The expected behavior of EMA, when you receive an update, is that it normally provides either a quote or trade update. However, I've observed with the above RIC there were no timestamps received, for example:
{
"DURATION": -25.35,
"MID_PRICE": 0.584,
"GEN_VAL1": null,
"GEN_VAL2": null,
"GEN_VAL4": 0.584,
"GEN_VAL5": 16.8,
"GEN_VAL6": -1.0,
"GEN_VAL7": 5.9,
"GEN_VAL8": 7.8,
"GEN_VAL9": 7.0,
"GEN_VAL10": 55.9,
"MID_1": 0.584,
"PV01": 2521.9832
}
However, I do see this:
{
"BID": 0.564,
"PRIMACT_1": 0.564,
"ASK": 0.604,
"SEC_ACT_1": 0.604,
"NETCHNG_1": -0.013,
"PCTCHNG": -2.25,
"ACT_TP_1": " B",
"VALUE_DT1": "2021-05-19",
"VALUE_TS1": "17:02:23",
"SC_ACT_TP1": " A"
}
For cases where no timestamp was included (as I observed in my example), there may be a good reason. I would suggest you reach out to the Refinitiv Helpdesk - they can likely explain the rationale why no timestamps are included in some updates within the specific data service.
thanks.
What is the difference between the first quote and second one you have pasted above? How did you get each of these?
We are starting to get into understanding the market and the specific content set and what the specific change means. This is why I suggested you reach out to the support desk to get an explanation of the specific market and the details around expectations of the types of updates to expect. I don't know what the 1st update represents, but the 2nd one looks like it is trade-related.
Can you tell us how the mid values are being calculated at refinitiv end? What are the inputs to this calculation?
As suggested by my colleagues, your best course of action would be to raise a Content ticket with the My.Refinitiv helpdesk - so that a content specialist can help answer your question. In your query, please provide example RICs that you exhibit the described behaviour - so the ticket can be routed to the relevant content team.
Most of the Refintiiv colleagues on this forum are API specialist and not content specialists. Refinitiv Real-Time carries over 100 million instruments from across 550 venues and 3rd party sources - hence the specialist content teams.
