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dataBuffer.getDouble() Possible value - NaN and infinite?
Hi Team, We are using RFA C++ version 8.2 to consume market data, and I would like to confirm few things - Is it possible for dataBuffer.getDouble() 1. return a NaN value? 2. return not finite value? Thanks in advance!
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Implementing EventQueueGroups
We are using RFA C++ 8.2.4.E1. To increase the throughput of our application we are looking for ways to improve its performance. At present we run the single-threaded client model (Section-17.4.2) with one event queue. Because only one thread processes the incoming event data, the maximum rate we can achieve is about 6,500…
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Differences between RFA version 6.5.0 & RFA version 8.2.5
Are there any are there any differences between RFA version 6.5.0 & RFA version 8.2.5 when processing ON/TN tenors?
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Usage of RIC while subscribing using RFA
I am using RFA C++ v8.2 Could you please explain the usage of RIC in \itemList configuration? For e.g. \itemList = "CAD=" Does this mean we subscribe to all CAD feeds from all different contributors? Does it include a mixture of individual contributor feeds as well as composite feeds? Or is there a separate RIC code for…
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Clarification on Solicited vs Regular Snapshot Expected by POP on Initial Request
When a client requests an item for the first time and the POP subsequently requests that item from the provider, can you confirm what the POP expects in the provider’s response? Specifically, does the initial response from the provider need to be marked as a solicited snapshot, or can it be sent as a regular (unsolicited)…
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RFA session configured with multiple connections
We have a Linux consumer application based on RFA SDK version 8.2.5.L3 running at customer site. The application has an RFA session configured with multiple connections, where each connection provides a different set of services. In section 3.4.6 Login to Session with Multiple Connections of RFA C++ RDM Usage Guide, it…
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AppLogger | rfa.log file append option
Hi Team, We are using RFA C++ version 8.2 to consume market data. I want to understand if I need to append the AppLogs to the existing file rfa.log only rather than renaming the existing one to rfa.log.OLD. Is there any possible way to do that? I understand there are options provided where I can create a uniquely named…
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Item list configuration details
Hello team, We are expecting market feed using RFA C++ 8.2 api, by configuring itemList parameter (RIC) as CAD= Is it possible that, if I configure CAD=<XYZ>, where XYZ is short name for contributor, I will get market feed from only XYZ contributor. If my understanding is correct, can I have multiple contributors…
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Client asks clarification on the following sentence:
Customers must migrate to strategic APIs by 28 February. However, RTMDS will continue to support Marketfeed and SSL until Q2 2027, so the unsupported legacy APIs will continue to work until then. Why they MUST migrate by 28 Feb if it'll will work up to Q2 2027?
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Polling for EventQueue
Hello, we use RFA 8.2 C++ api. We are trying to understand how EventQueue can be polled using select call? The current usage pattern is to call EventQueue::dispatch but that requires dispatch() to be called at certain interval and can not be multiplexed with other event FD's.
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Connecting to more than one TREP end points
Hello, we are using RFA 8.2 C++ api and Open DACS 7.8 api to consume Level1 market data. We are working on requirements from one of our mutual client who wants us to connect to multiple TREP servers to get market data. We have a application that connects to TREP and redistribute the market data to the trader application.…
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Regarding update and subsequent messages in DIRECT_FEED subscription from RFA 8.2 for C++
Hello, We are subscribed to multiple currencies using direct feed and we ask rate, bid rate and contributor name for same. When first time data is received for currency all the fields are received and updated fields in subsequent update messages for the same currency(We are using streaming way of getting feed using RSSL…
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Filter Broker/Contributor using RFA
I am using RFA v8.2 C++ edition, is there a way that I could filter on a particular broker/contributor if I do not wish to receive updates from that broker/contributor?
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How to throttle response using RFA
If I have 10 RIC in the itemList and perform a sendItemRequest() for each of them, is there a way that I can throttle the responses with the RFA event queue dispatch() API? Say I just want to receive the feeds for those 10 RICs once every 15 seconds. I looked at throttleEnabled, throttleBatchCount, throttleType but they…
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Timestamp when event was received from network into RFA api library
Hello, we are using RFA 8.2 C++ api to consume Level1 and Level2 market data using MP/MBP/MBO/Limited Level 2 MP domain. We are on a hunt to know latency in systems for both Level1 and Level2 feeds programmatically. We would like to know programmatically the timestamp when particular market data tick has arrived in the api…