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chris.xiao avatar image
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JAVA RFA API RespTypeNum: 10 (MULTIPLE) is not documented anywhere

Usually for this message type, I would get RespTypeNum corresponding to Quote, Trade, Closing run.

But what am I supposed to get for RespTypeNum: 10 (MULTIPLE)?


[ 18:45:04:969 ] ,ItemManager event=121,event handle=225901797, key= /NEAR.Z MsgModelType 6 respMsg.getRespTypeNum: 10=>MULTIPLE

MESSAGE

Msg Type: MsgType.UPDATE_RESP

Msg Model Type: MARKET_PRICE

Indication Flags: DO_NOT_CONFLATE

Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM

SeqNum: 61214

RespTypeNum: 10 (MULTIPLE)

Payload: 164 bytes

FIELD_LIST

FIELD_ENTRY 6/TRDPRC_1: 50.135000

FIELD_ENTRY 11/NETCHNG_1: -0.005000

FIELD_ENTRY 14/PRCTCK_1: Þ (1)

FIELD_ENTRY 40/CTS_QUAL: CLS (214)

FIELD_ENTRY 56/PCTCHNG: -0.0100

FIELD_ENTRY 178/TRDVOL_1:

FIELD_ENTRY 379/SALTIM: 22:30:02

FIELD_ENTRY 1001/GV2_TEXT:

FIELD_ENTRY 1021/SEQNUM: 1237992

FIELD_ENTRY 1022/PRNTYP:

FIELD_ENTRY 1042/GV2_FLAG:

FIELD_ENTRY 1067/EXCHTIM: 22:30:02

FIELD_ENTRY 1392/CLOSE_TIME: 22:30:02

FIELD_ENTRY 3246/PCT_ABNVOL: 0.6547

FIELD_ENTRY 3372/OFF_CLOSE: 50.135000

FIELD_ENTRY 3854/SALTIM_MS: 81002108

FIELD_ENTRY 3889/LS_SUBIND:

FIELD_ENTRY 3900/TRADE_ID: 52983525700695

FIELD_ENTRY 4345/TRD_THRU_X:

FIELD_ENTRY 4756/LSTSALCOND: M

FIELD_ENTRY 4760/THRESH_IND: 1 (1)

FIELD_ENTRY 4763/RETRAN_IND: 1 (1)

FIELD_ENTRY 6377/OFF_CL_TIM: 22:30:02

FIELD_ENTRY 6762/OFF_CLS_DT: 22 SEP 2021

FIELD_ENTRY 13457/HELD_T_IND: (0)

FIELD_ENTRY 14239/TRDRECV_MS: 22:30:02:107

FIELD_ENTRY 14258/OFF_CLS_MS: 22:30:02:108


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1 Answer

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umer.nalla avatar image
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Hi @chris.xiao

The Multiple Update type is mentioned in the RFA JAVA RMDUsageGuide.pdf under the Section for MarketPrice Update Message under the RespTypeNum

RDMInstrument.Update.MULTIPLE=10

My understanding is that one reason for receiving a Multiple type update is on a conflated feed when multiple ticks have been conflated into one tick.

If you are using an internal ADS to consume your data, you can reach out to your Market Data team to understand what if any conflation they have enabled on the service you are consuming the data from.

If you are consuming data directly from Refinitiv e.g. via RTO+LPC or Elektron Connect, to get a full explanation of what may have happened for the above tick, I recommend you raise a Content-Type ticket for the Refinitiv Real-Time product and the content team should be able to help you further.


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