Hello, We are using RFA 8.1 C++ API to consume depth data using LL2 MBP domain [Market Price]. Consider following hypothetical scenarios. consider maximum levels as 10. case 1: BEST_ASK1 -> <blank> BEST_ASIZ1 -> 770 case 2: BEST_ASK1 -> 75.7 BEST_ASIZ1 -> <blank> case 3: in UPDATE message BEST_ASK1 -> <blank> BEST_ASIZ1 ->…
Hi, Right now we are using OMM Viewer for querying LPC server. Is OMM Viewer going to be over by end of this year? What is an alternative?
When querying for .STOXX50E futures HST_CLOSE or TRDPRC_1 using RFA API ,we randomly see this error Reuters RFA log event Exception in procesEvent for event: 119. Error: Error occurred while processing event data for RIC /STXEZ2. Error: Failed to deserialise enum value 4 for FID PRE_1ET412. Error: RFA exception Error…
Hello, We are using RFA 8.1 C++ api's. While consuming L1 data, for some exchanges we are not getting values for FIDS 6242, 6243 and 6589. For Example :We are getting FID 6242 for AAPL.OQ but not for BARC.L Can you please explain this behaviour regarding certain exchanges?
Hi, We are subscribing the level 2 market-by-price data for SGX & CME and would like to know if the data includes information on market order. How can we identify the price point for market order and what value is expected in the field "ORDER_PRC"? Besides, as "ORDER_TONE" is sent as 'RMTES_STRING', what is the possible…
Hello, we are using RFA 8.1 C++ api to consume L1 and L2 data using OMM format. Is it possible to use same api's to connect to cloud. Basically we want to consume data from Refinitiv real time optimized feed which I suppose is hosted in cloud? Can we connect to it using RFA 8.1 C++ api ? At a very high level I know there…
Hello, we are using RFA 8.1 C++ api to consume depth data using LL2 MBP (MP domain). I would like to understand how level delete update is published? Is there any document that explains this? The special case is when last level of depth book is deleted, how that is conveyed? Let's say there are 5 Levels on each side and…
I'd very much appreciate your help! I would like to know how to configure my rfa.cfg file to subscribe to two SSL sources. Details: Collocated ADH/ADS server with C++ RFA 7.6 32-bit application configured as subscriber (createMarketDataSubscriber) on a route which is sink-driven. I have two Interactive providers supporting…
Hi, We have windows service using c# that uses RFA8_NET120_x64 (8.2.0.1). On some random days, session.Acquire("sessionName") call fails. We have 4-5 retry mechanism in place when acquiring session with a certain time interval in-between and all try attempt fails. Most of the time, service restart works fine. So it doesnt…
Hello, We are using RFA 8.1 C++ api's to consume Legacy Level2 data using MP domain. We recently noticed that we got multiple levels with same price. Is it expected? We were under impression that LL2 will provide price aggregated levels. Sample RIC for which we received same prices - 1CAIV.VI
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