Hello,
The chain expander used in our application is referred to the openAVeryLongChainWithTheOptimizedAlgorithm() method in Example.EMA.Java.ValueAddObjectsForEMA(Simple Chain objects for EMA - Part 2 ), to expand chain 0#SHAU then the sub chains.
0#SHAU could be expanded to several sub chains such as 0#SHAUQ1+, 0#SHAUV1+, we need expand these sub chains further to RICs like SHAU332H1, SHAU340J1.
But we found that the chain could not be fully expanded especially during the market opening period.
For example, 0#SHAU could be expanded to 5 sub chains: 0#SHAUM1+, 0#SHAUJ1+,0#SHAUQ1+, 0#SHAUH1+ and 0#SHAUV1+, for each sub chain, it could expand to more than 60 RICs; during the intraday time, some sub chains might be expanded to 0 RICs, which is not stable.
So we wonder if any rules or factors to impact the chain expander’s stability.
Thanks.
