MARKET_BY_PRICE no size

Im subscribed to tokyo exchange, and every now and then I get an ADD or UPDATE that has no size.

How should I interpret these?

EDIT-

So I get

OMMMapEntry.Action.ADD maps for various RICs, an example one from today is 5538.T. Specifically im using RFA java on an ELEKTRON feed. These adds updates, from what I can see, have mostly HC and SC tones. The size I refer to is the

ACC_SIZE and ORDER_SIZE fields in the DATA in the ADD map.

Find more posts tagged with

java

trep

rfa

elektron-sdk

market-by-price

rfa-api

Accepted answers

veerapath.rungruengrayubkul

@RN

I have found a list of the ORDER_TONE (3886) field's definition on page 22 of this document. The "S" in upper byte of the tone is "Special Quote", while "H" is "No Quote / Cancel", so I believe this behavior is directly related to the content definition.

I have submitted the case: 05214923 to Elektron data support team on your behalf to clarify the data.

All comments

veerapath.rungruengrayubkul

Hi @RN

Could you provide more information about the data?

- Which service you subscribe to? Elektron or TRDFD

- Sample of RICs and sample of data

Lars-at-Addicticks

- What's an 'ADD' ? I'm not familiar with that term.

- What object is it that has no size?

- Can you tag the question with the appropriate API, please. (eg RFA Java, RFA C++, etc)

nick.zincone

@RN, Can you include some of the output your seeing in your question? Can you include a specific RIC that you are testing with?

Also, can you try using one of the RFA tutorials on our portal that demonstrates processing of level 2 data?

veerapath.rungruengrayubkul

@RN, thank you for the updated information. However, the <5538.T> RIC seems not valid on both MarketPrice and MarketByPrice domain. My Elektron service returns "The record could not be found" message. Could you confirm the RIC name?

Also, can you attach full log of the data once the issue occurred?

An example I get from my logging is:

8185.T ADD, No Size for update. Size:,Price:3165.0,Side:1, key:31650000B, Tone:HC, DepthSize:

veerapath.rungruengrayubkul

@RN

I have submitted the case: 05214923 to Elektron data support team on your behalf to clarify the data.

Jirapongse

FID 4356 (order size) would be blank for quote before opening, special quote or sequential trade quote case. Also, it would be blank if quote is removed even general quote. Therefore your understanding is correct, that is one of FID 4356 (order size) blank case.

“SC” Special quote/ middle of the book case, FID 4356 (order size) would be blank. But if would be updated too, if there is order.
“HC” case, no quote / middle of the book case, FID 4356 (order size) would be blank.
“AC” case, sequential trade quote / middle of the book case, FID 4356 (order size) would be blank.

EXPLORE OUR SITES