We see daily at around 9:30am SGT, the Thai stock has replicated best_bid1, best_bid3 values, then clear to 0. Is that normal behavior ?
WHA.BKd. it duplicate BEST_BID1 with BEST_BID3 at +4.62
and BEST_BID1 clear to 0 at 10:30:02.319344.
[Mon Jul 8 10:30:02.246598] SSL_ET_ITEM_UPDATE Chan:
0 ServiceName: RSF ItemName: WHA.BKd DataFormat: 2 DataDescriptor: 0
DataLength: 114 SequenceNum: 0 ClientItemTag: 0
<FS>316<US>XX<GS>WHA.BKd<US>352
TIMACT
: TIME
5 : [02:30]
TIMACT_MS
: UINT
8 : [+9002164]
BOOK_STATE
: ENUM
1 : [1]
BEST_BID1
: REAL
5 : [+4.62]
BEST_BSIZ1
: REAL
8 : [+1000000]
BEST_BID2
: REAL
5 : [+4.50]
BEST_BSIZ2
: REAL
7 : [+100000]
BEST_BID3
: REAL
5 : [+4.30]
BEST_BSIZ3
: REAL
5 : [+5000]
[Mon Jul 8 10:30:02.318983] SSL_ET_ITEM_UPDATE Chan:
0 ServiceName: RSF ItemName: WHA.BKd DataFormat: 2 DataDescriptor: 0
DataLength: 138 SequenceNum: 0 ClientItemTag: 0
<FS>316<US>XX<GS>WHA.BKd<US>464
TIMACT
: TIME
5 : [02:30]
TIMACT_MS
: UINT
8 : [+9002169]
BOOK_STATE
: ENUM
1 : [1]
BEST_BID2
: REAL
5 : [+4.64]
BEST_BSIZ2
: REAL
7 : [+250000]
BEST_BID3
: REAL
5 : [+4.62]
BEST_BSIZ3
: REAL
8 : [+1000000]
BEST_BID4
: REAL
5 : [+4.58]
BEST_BSIZ4
: REAL
7 : [+300000]
BEST_BID5
: REAL
5 : [+4.50]
BEST_BSIZ5
: REAL
7 : [+600000]
[Mon Jul 8 10:30:02.319344] SSL_ET_ITEM_IMAGE Chan:
0 ServiceName: RSF ItemName: WHA.BKd DataFormat: 2 DataDescriptor: 0
DataLength: 936 SequenceNum: 0 ClientItemTag: 19945184 PreviousName:
NextName: GroupId: 1 ItemState: SSL_IS_OK StateInfoCode: SSL_INFO_NONE
Text: All is well
<FS>318<US>XX<GS>WHA.BKd<US>38<US>495
PROD_PERM
: UINT
4 : [7112]
DSPLY_NAME
: STRING 14 : [WHA
CORPORATIO]
TIMACT
: TIME
5 : [02:30]
CURRENCY
: ENUM
3 : [764]
ACTIV_DATE
: DATE 11 :
[08 JUL 2019]
RECORDTYPE
: UINT
3 : [113]
NO_BIDMMKR
: REAL
2 : [+0]
NO_ASKMMKR
: REAL
2 : [+0]
BEST_BID1
: REAL
2 : [+0]
BEST_BID2
: REAL
5 : [+4.64]
BEST_BID3
: REAL
5 : [+4.62]
BEST_BID4
: REAL
5 : [+4.58]
BEST_BID5
: REAL
5 : [+4.50]
BEST_ASK1
: REAL
5 : [+4.72]
BEST_ASK2
:
REAL 5
: [+4.74]
BEST_ASK3
: REAL
5 : [+4.78]
BEST_ASK4
: REAL
5 : [+4.82]
BEST_ASK5
: REAL
5 : [+4.86]
BEST_BSIZ1
: REAL
6 : [+10100]
BEST_BSIZ2 :
REAL 7
: [+250000]
BEST_BSIZ3
: REAL
8 : [+1000000]
BEST_BSIZ4
: REAL
7 : [+300000]
BEST_BSIZ5
: REAL
7 : [+600000]
BEST_ASIZ1
: REAL
7 : [+122500]
BEST_ASIZ2
: REAL
7 : [+100000]
BEST_ASIZ3
: REAL
8 : [+2000000]
BEST_ASIZ4
: REAL
7 : [+500000]
BEST_ASIZ5
: REAL
8 : [+1059000]
