Issue with UpdateMsg

hdoll

Hi team!

We have developed a software that publishes market data to a TREP system: first an initial Refresh Message, and then Update Messages which contain only the fields that have changed (bid/ask/mid prices and timestamp).

However, on the target system, the item seems to contain dozens of fields that we have set neither in the Refresh nor in the Updates. These fields have invalid values like special characters.

As the invalid fields mess up the client's UI display, we bypass the issue by sending only Refresh Messages - but this is not a long-term solution.

When we connect a simple test consumer (taken from the RTSDK) with the target TREP system (i.e. we consume the market data we are publishing ourselves), the first RefreshMsg we receive contains the additional invalid fields; all further Refreshes contain only the fields we explicitly set in the message (→ see attached log file).

messages.log

My question is: where do these unwanted fields come from? Can there be an issue on our side - e.g. something with our EmaConfig or the dictionary?

Thank you in advance!

Helmut

Jirapongse

@hdoll

Thank you for reaching out to us.

I checked the log file and found that the application subscribes to EUR= from the TEST service.

Registering client for item "EUR=" from service "TEST"

RefreshMsg

    streamId="5"

    domain="MarketPrice Domain"

    Solicited

    RefreshComplete

    ClearCache

    state="Open / Ok / None / '*Unsolicited Refresh'"

    itemGroup="00 63"

    qos="RealTime/TickByTick"

    seqNum="16"

    publisher user address="181800517"

    publisher user id="2130707038"

    name="EUR="

    nameType="1"

    serviceId="8605"
    serviceName="TEST"

This TEST service should be be from our real-time data. It could be an in-house service. You may need to verify this.

Moreover, from the refresh message, there are negative fields which typically are used by our real-time data feed (ELEKTRON_DD).

    Payload dataType="FieldList"

        FieldList FieldListNum="0" DictionaryId="0"
            FieldEntry fid="-13312" name="K_CLT_MRG_D" dataType="Real" value="(blank data)"

            FieldEntry fid="-13056" name="K_DEAL_ID" dataType="Int" value="(blank data)"

            FieldEntry fid="2" name="RDNDISPLAY" dataType="UInt" value="(blank data)"

            FieldEntry fid="3" name="DSPLY_NAME" dataType="Rmtes" value="EUR="

            FieldEntry fid="4" name="RDN_EXCHID" dataType="Enum" value="0"

For this information, you need to check the source or provider of this TEST service and then contact that team to verify what the problem is.