Hello team,
We are currently using the RFA 8.2 C++ API to consume market data. While investigating an issue with one of our clients, we noticed some discrepancies concerning the tick data. Specifically, the ORDER_TONE value is "CA," indicating it is a limit on close order, but the bid order key appears as "26200000B+C." According to the Refinitiv documentation, the expected format for a limit on close order should be "nnnB-E."
This inconsistency raises questions about compliance with the specifications. Could you please clarify the reason for this discrepancy?
I have attached screenshots for your reference.
Thank you for your assistance!