Clear consumer's price cache when instrument phase [FID 8927] changes

mktdata
mktdata
in RFA

Hello,

we use RFA 8.1 C++ api to consume level2 market data using MBP domain. Is it necessary that consumer client should clear their price cache when instrument phase changes? If there are prices in the book that causes book to be crossed during intra day auction then will TREP send delete instructions for those prices after instrument moves to continuous trading phase?

Does same logic applies to TRD STTUS[6614]?

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @mktdata,

    As far as I understand, instrument phase does not warrant clearing the cache - although some phase changes like market close will move the prices around and selectively clear some other price fields.

    I would recommend that you post the question on my.refinitiv.com to speak with a content expert. The answer may be different for different markets.

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