 Add Reply
|
|
| Author |
Messages |
|
jleija (guest)
 |
| 06/18/2008 5:16 PM |
 Quote
 Reply
 Alert
|
The spec for the Price Point section of a Delta Update message says that "There maybe 0 price points in a message" (page 37). How should we handle a delta update with no price points? What is its purpose?
We are receiving messages like this every once in a while (delta updates with size == 18). We are currently ignoring them but we are not sure this is the best/correct way to handle them. |
|
|
|
|
Lydia
Posts:68
|
| 06/19/2008 8:54 AM |
Quote
Reply
Alert
|
Thank you for your inquiry. The appropriate parties have been notified about your question, and we will respond shortly.
Regards,
NYX Data Team |
|
|
|
|
Ariel
Posts:148
|
| 06/23/2008 4:07 PM |
Quote
Reply
Alert
|
| At the moment it is best to ignore this message This is an issue on our end that will be fixed in a future release. We receive a status message periodically between our matching engine and our distribution system to ensure that we received the correct number of events for a particular symbol. Unfortunately this message is unique per symbol and contains a valid sequence number. So in order to ensure that no gaps occur, we distribute this message to customers without any price points and delta message includes only a sequence number. |
|
|
|
|
|
| Add Reply |
|
|
|
Quick Reply |
 |
|
|
|