Discrepancy in Order Key value for limit on close order

Options
mktdata
mktdata Contributor
in RFA

Hello team,

We are currently using the RFA 8.2 C++ API to consume market data. While investigating an issue with one of our clients, we noticed some discrepancies concerning the tick data. Specifically, the ORDER_TONE value is "CA," indicating it is a limit on close order, but the bid order key appears as "26200000B+C." According to the Refinitiv documentation, the expected format for a limit on close order should be "nnnB-E."

This inconsistency raises questions about compliance with the specifications. Could you please clarify the reason for this discrepancy?

I have attached screenshots for your reference.

Thank you for your assistance!

Order_types.png
tick_ss.png
Tagged:

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @mktdata

    Thank you for reaching out to us.

    This forum is dedicated to software developers using Refinitiv APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

    The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through MyAccount. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

Categories