Price unavailability

andy.sciascia
andy.sciascia Contributor
in ETA

Is any special character sent in TRDPRC_1 when the price is not available ? i.e. during exchange auction periods or when trading is suspended due price of asset dropping below certain threshold.

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @andy.sciascia

    If you refer to the UPA Dev Guide, in section 11.2 Primitive Types, it states:

    When contained in an RsslFieldEntry or RsslElementEntry, base primitive types can also represent a blank value. A
    blank value indicates that no value is currently present and any previously stored or displayed primitive value should be
    cleared. When decoding any base primitive value, the interface function (See Table 69) returns
    RSSL_RET_BLANK_DATA

    I am not saying that data for every exchange / asset class will necessarily get a blank a field during exchange auction period / trading suspension etc. However, if the feed does want to indicate if a particular currently has no value or it's existing value needs to be cleared, then a blank field as described above should be present in the payload.

    For the actual behaviour for a particular exchange / asset class - I would recommend you create a Content type query with our helpdesk so that a Content specialist can advise you accordingly.

Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @andy.sciascia

    If you are using OMM Data / RSSL interface to consume your data then an empty field can be checked using the isBlank() or similar function on the field's data container.

    If however, you are using legacy MarketFeed data format - then please note that MarketFeed can use "+0" to represent a blank price field for example.

  • andy.sciascia
    andy.sciascia Contributor

    The API I'm using is the UPA C API.

    Do you mean that the TRDPRC_1 in the case I mentioned would be blank or +0 ?

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