Empty trade event
We receive a lot of empty RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE events that have no volume and no price. They usually follow a normal standard trade event and may have the same sequence number. Any idea why that could be?
E.g.:
Stream SIRTZ7-H8 --- RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE field values:
TRDVOL_1 (178) 1
SEQNUM (1021) 3292298
SALTIM (379) 17:24:19:000:000:000
SALTIM_MS (3854) 62659100
ACVOL_TIM (1704) 17:24:19:000:000:000
LSTSALCOND (4756) "2"
TIMACT (5) 17:24:19:000:000:000
TRDTIM_1 (18) 17:24:19:000:000:000
NETCHNG_1 (11) -0.001
PCTCHNG (56) 1.01
TRADE_DATE (16) 17 JUL 2017
ACTIV_DATE (17) 17 JUL 2017
NUM_MOVES (77) 16
LIMIT_IND (99) (0)
LIMIT_IND2 (8936) (0)
VWAP (3404) -0.09845
NO_ORD (3430) 2
ACVOL_1 (32) 121
ACVOL_UNS (32743) 121
TRDPRC_1 (6) -0.1
PRCTCK_1 (14) þ (2)
TRD_UNITS (53) 1DP (1)
PRIMACT_1 (393) -0.1
ACT_TP_1 (270) þ (3)
SEC_ACT_1 (275) -0.001
SC_ACT_TP1 (280) - (2)
AGGRS_SID1 (12770) ASK (2)
Stream SIRTZ7-H8 --- RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE field values:
SEQNUM (1021) 3292298
ACVOL_1 (32) 121
ACVOL_UNS (32743) 121
ACVOL_TIM (1704) 17:24:19:000:000:000
Stream SIRTZ7-H8 --- RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE field values:
LOW_1 (13) -0.1
TRADE_LOW (7959) -0.1
LO_TIMESEC (4783) 17:24:19:000:000:000
TIMACT (5) 17:24:19:000:000:000
SEQNUM (1021) 3292299
SESS_LOFLG (385) S1 (1)
LOWTP_1 (197) (0)
LOW_T_MS (6260) 62659100
Best Answer
-
Hi @Ypar
Please see this post on a similar question / topic
In that instance the content expert advised as follows:
This is quite common actually. We often get a pulsed summary update from venues (and/or our value-add system if the venue doesn’t send) as it often gets generated after the trade has occurred. In this case it seems we get a separate update from Deutsche Boerse after the index value is sent out.
So, although the above talks about Deutsche Boerse, this behaviour is not related to just that exchange.
As this is a Content query and not a API issue, I recommend you contact our Data Helpdesk if you require further explanation on your observations.
0
Answers
-
Hi @Ypar
Just checked the data from Tick History and can confirm that the feed did indeed send two trade update with the same SEQNUM.
I have submitted a ticket to Data Helpdesk on your behalf.
0 -
FYI, the answer I got about the duplicated sequence number:
The sequence number will change only when there will be different trading activity
0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛