FID 1021, 3887 too smal for NYSE seqnum
Hi,
This is a continuation from a customer support Case : 08541928 SEQNUM_QT is missing last 2 digits
I am located in EST. Data comes in GMT
2.We use both FIDs below (1021 for trades, 3887 for quotes)
FID: 1021SEQNUMIf Available REAL64 Length: 7
3.FID: 3887SEQNUM_QTOptional REAL64 Length: 7
It seems like NYSE seqnum is now larger so last two digits are being truncated..
Can you pls advise how to proceed ?
0
Best Answer
-
Hello @nrai
I suggest you use RDMFieldDictionary_large shipped with
- Elektron SDK C++ - Elektron SDK - C/C++ - 1.5.0.L1
- Elektron SDK Java - Elektron-SDK-1.5.0.L1.java.rrg
This dictionary defines the larger size of the FID 1021 and 3887 from 7 to 9 like below:
SEQNUM "SEQNUM" 1021 NULL INTEGER 15 REAL64 9
!
! The message sequence number, used for trade events.
...
SEQNUM_QT "QUOTE SEQUENCE NUM" 3887 NULL INTEGER 15 REAL64 9
!
! Quote Sequence NumberHope this help.
0
Answers
-
we havn't been able to try out this suggestion. The large seqno don't come often. Pls keep this open for more time while we develop , deploy, test this solution
0
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