FID 1021, 3887 too smal for NYSE seqnum

nrai

Hi,

This is a continuation from a customer support Case : 08541928 SEQNUM_QT is missing last 2 digits

I am located in EST. Data comes in GMT

2.We use both FIDs below (1021 for trades, 3887 for quotes)
FID: 1021SEQNUMIf Available REAL64 Length: 7

3.FID: 3887SEQNUM_QTOptional REAL64 Length: 7

It seems like NYSE seqnum is now larger so last two digits are being truncated..

Can you pls advise how to proceed ?

pimchaya.wongrukun01

Hello @nrai

I suggest you use RDMFieldDictionary_large shipped with

• Elektron SDK C++ - Elektron SDK - C/C++ - 1.5.0.L1
• Elektron SDK Java - Elektron-SDK-1.5.0.L1.java.rrg

This dictionary defines the larger size of the FID 1021 and 3887 from 7 to 9 like below:

SEQNUM     "SEQNUM"     1021  NULL    INTEGER            15  REAL64           9 
! 
! The message sequence number, used for trade events.  
... 
SEQNUM_QT  "QUOTE SEQUENCE NUM"  3887  NULL   INTEGER    15  REAL64           9 
! 
! Quote Sequence Number

Hope this help.