question

Upvotes
vees avatar image
1 ●0 ●0 ●0

Not getting intraday 'update' message for SORA=MAST

On initial start-up/subscription, we get refresh message (Response type 1)

Below is one sample Refresh message from our logs which we get for this instrument.. and there after nothing else is received unless we restart service.

2021-12-03T05:34:52.286|Symbol:SORA=MAST| Msg rsp type: 1; No. entries: 51; Entries: | 1~9863 | 2~153 | 3~SORA | 4~Data is blank | 6~0.1010 | 7~0.1276 | 8~0.1128 | 12~0.2000 | 13~0.0100 | 14~2 | 15~702 | 16~03 DEC 2021 | 21~0.1010 | 22~0.1010 | 23~0.1276 | 24~0.1128 | 53~4 | 79~02 DEC 2021 | 196~15 | 197~15 | 259~241 | 270~3 | 271~3 | 272~2 | 393~0.1010 | 394~0.1276 | 395~0.1128 | 831~MAS | 836~SIN | 875~02 DEC 2021 | 876~01 DEC 2021 | 877~30 NOV 2021 | 1010~01:00:00:000:000:000 | 1011~01:00:00:000:000:000 | 1012~01:00:00:000:000:000 | 1080~11322 | 1709~1523 | 3263~7917 | 5357~6676 | 6401~4234 | 6480~.[SPSECGAPAC01L1 | 6825~02 DEC 2021 | 6826~01 DEC 2021 | 6835~Data is blank | 8745~SORA | 13597~1 | 14266~01:10:02:000:000:000 | 14295~01:00:00:000:000:000 | 14296~01:00:00:000:000:000 | 32488~Data is blank | 32743~1158 |

We are also expecting update message (Response type 3) to get intraday updates and looks like its missing.

Sample example that works for us: USDSOFR=

rfa-api
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.

1 Answer

Upvotes
Jirapongse avatar image
38.1k ●69 ●35 ●53

@vees

I checked the raw data in Refinitv Tick History and found two update messages on 2021-12-03. The time is in GMT.

SORA=MAST,Market Price,2021-12-02T01:00:00.911985515Z,+0,Raw,UPDATE,CORRECTION,,,,9863,,112,,26
SORA=MAST,Market Price,2021-12-03T01:00:02.851949563Z,+0,Raw,UPDATE,CORRECTION,,,,9863,,128,,26
SORA=MAST,Market Price,2021-12-03T12:28:35.160074778Z,+0,Raw,REFRESH,,,,,9863,32767,0,,51
SORA=MAST,Market Price,2021-12-04T01:48:22.627066312Z,+0,Raw,REFRESH,,,,,9863,32767,79,,51

It seems that this RIC might provide a few updates on that day.

You may need to contact the content support team via MyRefinitiv to verify the content.

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