devcartel / pyrfa

Open sourced Python API for Refinitiv (Thomson Reuters) Enterprise Platform.
http://devcartel.com/pyrfa
MIT License
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interactive provider publish old data after re-subscribe in snapshot mode #20

Closed ukrit-himakoon closed 7 years ago

ukrit-himakoon commented 7 years ago

Replication step:

  1. start both interactive provider and market data subscriber via command line.
  2. On subscriber, subscribe JPY= from interactive provider in streaming
  3. On interactive provider, submit JPY= data from interactive provider, check if subscriber receive IMAGE and UPDATES.
  4. On subscriber, re-subscribe JPY=, set interactionType=snapshot, subscriber gets the last published data as IMAGE even interactive provider does not publish the data