Market price updates are provided for custom RICs. Each update will contain data for either the BID or the ASK field, alongside some time fields.
Our consumer receives these updates correctly, two examples below, one for BID and one for ASK.
However when the consumer is initially started for the same RIC, the refresh message returns data for the BID field, but does not display the state of the ASK field. See below.
Why is the ASK field not provided, even though it has a non-empty state? On startup, we require the accurate state for all fields, which we believe should be sent in the initial refresh message?
We are referencing RFA8_NET150_x64.dll
Many thanks for your help!