Missing size for Legacy L2 when level is inserted

slava

I am looking at Legacy L2 extraction file for RIC=GALP.LS, date 2015-03-04:

There are some cases when the new level is added, but there no size defined.

For ex.

GALP.LS,Market Price,2015-03-04T05:15:18.797559000Z,+0,Legacy Level 2,UPDATE,UNSPECIFIED,,,,26,,31728,,0GALP.LS,14

,,,,FID,5,,TIMACT,04:13:00.000000000,

,,,,FID,441,,BEST_ASK1,12.25,

,,,,FID,442,,BEST_ASK2,12.395,

,,,,FID,443,,BEST_ASK3,12.795,

,,,,FID,444,,BEST_ASK4,13.2,

,,,,FID,445,,BEST_ASK5,13.49,

,,,,FID,735,,BEST_ASIZ1,500,

,,,,FID,736,,BEST_ASIZ2,814,

,,,,FID,737,,BEST_ASIZ3,500,

,,,,FID,738,,BEST_ASIZ4,263,

,,,,FID,739,,BEST_ASIZ5,5000,

,,,,FID,2412,,BEST_ASK6,14.98,

,,,,FID,2422,,BEST_ASIZ6,125,

,,,,FID,2432,,NO_ASKMKR6,1,

GALP.LS,Market Price,2015-03-04T05:15:18.797559000Z,+0,Legacy Level 2,UPDATE,UNSPECIFIED,,,,26,,31744,,0GALP.LS,15

,,,,FID,5,,TIMACT,04:13:00.000000000,

,,,,FID,441,,BEST_ASK1,11.345,

,,,,FID,442,,BEST_ASK2,12.25,

,,,,FID,443,,BEST_ASK3,12.395,

,,,,FID,444,,BEST_ASK4,12.795,

,,,,FID,445,,BEST_ASK5,13.2,

,,,,FID,736,,BEST_ASIZ2,500,

,,,,FID,737,,BEST_ASIZ3,814,

,,,,FID,738,,BEST_ASIZ4,500,

,,,,FID,739,,BEST_ASIZ5,263,

,,,,FID,2412,,BEST_ASK6,13.49,

,,,,FID,2413,,BEST_ASK7,14.98,

,,,,FID,2422,,BEST_ASIZ6,5000,

,,,,FID,2423,,BEST_ASIZ7,125,

,,,,FID,2433,,NO_ASKMKR7,1,

Based on the second record, all levels are shifted down and new level level is added BEST_ASK1 = 11.345.

But there is no corresponding size for BEST_ASIZ1.

What is the reason for it, and how do I treat missing size for the newly added level

Jirapongse

@slava

I got the same data as yours.

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