Different data behavior between JSFC and EMA on field OFF_CLOSE 3372

HSIL_Kevin_Sun

Hello,
I subscribe to the off_close (3372) field of Shenzhen stocks using JSFC and EMA.

In case of JSFC, there is a SYNC with the price value, then a TICK with +0. But in case of EMA, there is also a refresh (like SYNC) with the price value, but have no update tick with +0 after refresh. Because I use off_close whether equal to 0 to judge the closing price. So this different behavior caused me trouble
So may I know the reason for the difference? And any suggestions on how to tell that off_close is the true close price in EMA ?

Jirapongse

@HSIL_Kevin_Sun

Thank you for reaching out to us.

JSFC supports the legacy Market Feed data. +0 in Market Feed represents a blank value.

EMA use the the Wire Format data which supports blank values. The application can use the following to check for a blank value.

if (fl.getEntry().getCode() == Data::BlankEnum) {
…
}

You can also refer to the answer on this discussion.