关于国际期货数据问题

对于ric:AULU3 ,我们在北京时间2023/8/15 06:00 同一秒连续收到了两笔数据fid 32 成交量,第一笔为166127,第二笔为2,当时应该属于其开盘时刻,为何成交量会突然变小,烦请确认。

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @yanzhe

    Thank you for reaching out to us.

    I checked the historical data and found that the volume of 166127 was sent at 2023-08-14T22:00:00.024979790Z (GMT) and the volume of 2 was sent at 2023-08-14T22:00:00.024979790Z (GMT).

    They were in different update messages.

    1692675905961.png

    This is a content question. Please contact the content support team directly via MyRefinitiv to confirm the data.

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