The client HKEX is using RKD API to fetch data for external redistribution (a large display wall at public place). Below is question from them on behavior of <.SCCEA>. Posting the questions below:
We would like to request your help to clarify the field behavior of TRDPRC_1(FID 6) and CF_LAST, as well as NETCHNG_1 and CF_NETCHNG.
However, according to our observation in the exchange square TV wall, the TRDPRC_1 value will be reset so that the <.SCCEA> index will display 0 value before market open at around 09:27 am. We are using TRDPRC_1 to display the index value for <.SCCEA> as HSIL confirmed that they officially contributed the <.SCCEA> index value to FID 6 ( TRDPRC_1).
On the other hand, <.HSI> index in the exchange square TV wall will not display 0 before market open as it’s using CF_LAST field.
Would you please help to clarify with Refinitiv expert to confirm the CF_LAST and CF_NETCHNG field behavior for <.SCCEA>? Most importantly we would like to know if it will carry the exact values in TRDPRC_1 and NETCHNG_1 except the 0 value reset.
Please also check if <.HKEXBTC> <.HKEXETH> has similar behavior to reset 0 value in TRDPRC_1 and NETCHNG_1 fields. Thanks.
Regards,
Ching