Discrepancy in Order Key value of Ask for market order

mktdata

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 that the ask price is zero due to a market order. We have logic in place to filter out market orders, but we encountered an order with a key format of "A-M+C." Typically, the key format for the ask in a market order is "A-M," so we’re curious about the meaning of the "+C" in this case. What does the "+C" signify?

Please find attached screenshots for your reference.

Thank you in advance!

tick_MO_ss.png

OrderTypes.png

Gurpreet

Hello @mktdata,

This data content query should be raise at LSEG MyAccount. The content experts would be able to advise you the correct syntax and options.

Thanks.