Is there any unique identifier for a certain update of a RIC?

jessie.lin
jessie.lin LSEG
in RFA

Hi , Client ask asking : is there any unique identifier for a certain update of a RIC ?

As the client is using 2 APPs connect to separate EEDs, the want to compare the time stamp of the updates received through 2 APP, So an unique identifier would help them to sort out the correct updates through 2 APPs. Thank you!

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @jessie.lin,

    I agree with Umer,

    The combination of fids to look at for matching would differ by market and sector, and would encompass seqnums, timestamps and type-specific ids.

    For example, for NASDAQ equity, such as MSFT.O

    I am looking at trades, identified by:

    SEQNUM, TRDTIM_MS, and TRADE_ID

    And I am looking at quotes, identified by

    SEQNUM_QT and QUOTIM_MS and ORDRECV_MS

    In terms of the approach, in the updates received, you will find the specific key fids that should allow to uniquely match your specific specific data content.

Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @jessie.lin

    This sounds more like a data / content question.

    So, please post example RICs and Asset Class + Exchange for the type of RICs that the client is interested in comparing.

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