how do best_bid1, best_bid3 behave ?
We see daily at around 9:30am SGT, the Thai stock has replicated best_bid1, best_bid3 values, then clear to 0. Is that normal behavior ?
WHA.BKd. it duplicate BEST_BID1 with BEST_BID3 at +4.62 and BEST_BID1 clear to 0 at 10:30:02.319344.
[Mon Jul 8 10:30:02.246598] SSL_ET_ITEM_UPDATE Chan: 0 ServiceName: RSF ItemName: WHA.BKd DataFormat: 2 DataDescriptor: 0 DataLength: 114 SequenceNum: 0 ClientItemTag: 0
<FS>316<US>XX<GS>WHA.BKd<US>352
TIMACT : TIME 5 : [02:30]
TIMACT_MS : UINT 8 : [+9002164]
BOOK_STATE : ENUM 1 : [1]
BEST_BID1 : REAL 5 : [+4.62]
BEST_BSIZ1 : REAL 8 : [+1000000]
BEST_BID2 : REAL 5 : [+4.50]
BEST_BSIZ2 : REAL 7 : [+100000]
BEST_BID3 : REAL 5 : [+4.30]
BEST_BSIZ3 : REAL 5 : [+5000]
[Mon Jul 8 10:30:02.318983] SSL_ET_ITEM_UPDATE Chan: 0 ServiceName: RSF ItemName: WHA.BKd DataFormat: 2 DataDescriptor: 0 DataLength: 138 SequenceNum: 0 ClientItemTag: 0
<FS>316<US>XX<GS>WHA.BKd<US>464
TIMACT : TIME 5 : [02:30]
TIMACT_MS : UINT 8 : [+9002169]
BOOK_STATE : ENUM 1 : [1]
BEST_BID2 : REAL 5 : [+4.64]
BEST_BSIZ2 : REAL 7 : [+250000]
BEST_BID3 : REAL 5 : [+4.62]
BEST_BSIZ3 : REAL 8 : [+1000000]
BEST_BID4 : REAL 5 : [+4.58]
BEST_BSIZ4 : REAL 7 : [+300000]
BEST_BID5 : REAL 5 : [+4.50]
BEST_BSIZ5 : REAL 7 : [+600000]
[Mon Jul 8 10:30:02.319344] SSL_ET_ITEM_IMAGE Chan: 0 ServiceName: RSF ItemName: WHA.BKd DataFormat: 2 DataDescriptor: 0 DataLength: 936 SequenceNum: 0 ClientItemTag: 19945184 PreviousName: NextName: GroupId: 1 ItemState: SSL_IS_OK StateInfoCode: SSL_INFO_NONE Text: All is well
<FS>318<US>XX<GS>WHA.BKd<US>38<US>495
PROD_PERM : UINT 4 : [7112]
DSPLY_NAME : STRING 14 : [WHA CORPORATIO]
TIMACT : TIME 5 : [02:30]
CURRENCY : ENUM 3 : [764]
ACTIV_DATE : DATE 11 : [08 JUL 2019]
RECORDTYPE : UINT 3 : [113]
NO_BIDMMKR : REAL 2 : [+0]
NO_ASKMMKR : REAL 2 : [+0]
BEST_BID1 : REAL 2 : [+0]
BEST_BID2 : REAL 5 : [+4.64]
BEST_BID3 : REAL 5 : [+4.62]
BEST_BID4 : REAL 5 : [+4.58]
BEST_BID5 : REAL 5 : [+4.50]
BEST_ASK1 : REAL 5 : [+4.72]
BEST_ASK2 : REAL 5 : [+4.74]
BEST_ASK3 : REAL 5 : [+4.78]
BEST_ASK4 : REAL 5 : [+4.82]
BEST_ASK5 : REAL 5 : [+4.86]
BEST_BSIZ1 : REAL 6 : [+10100]
BEST_BSIZ2 : REAL 7 : [+250000]
BEST_BSIZ3 : REAL 8 : [+1000000]
BEST_BSIZ4 : REAL 7 : [+300000]
BEST_BSIZ5 : REAL 7 : [+600000]
BEST_ASIZ1 : REAL 7 : [+122500]
BEST_ASIZ2 : REAL 7 : [+100000]
BEST_ASIZ3 : REAL 8 : [+2000000]
BEST_ASIZ4 : REAL 7 : [+500000]
BEST_ASIZ5 : REAL 8 : [+1059000]
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