We have a mature RFA .Net based application that successfully subscribes to many different instruments. Recently our customer has indicated that certain, mostly North American, equities are not getting the pre-trade updates (bid/ask etc.) that follow the early morning cleaning.
Furthermore, a snap of those instruments between the cleaning and market opening also does not show bid/ask etc.
After investigating the situation, we suspect that the ADS to which the RFA is connected is not applying the pre-trade field values. A search of the Internet resulted in this:
Quote:
“..there are explicit configuration parameters within the Advanced Distribution Server (ADS) and Advanced Distribution Hub (ADH)—the core components of TREP (Thomson Reuters Enterprise Platform)—that can selectively suppress, drop, or delay data updates based on time, connection health, or caching rules.
If your RFA application works fine at 16:30 but experiences an absolute data freeze starting around 11:00 AM, the issue is highly likely an intentional or misconfigured infrastructure filter enforced at the server level.”
Would you know what could be misconfigured?
Note 1: We do not have access to the ADS for its configuration settings, but we can advise the relevant technician.
Note 2: We can get the pre-trade values on a Workspace Desktop.
