Question about Market Feed message header

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When I compared the MarketFeed data recorded from two servers for some analysis. I found the header of the same message could look different sometimes. For example:

# From server A #
<FS>340<US>XX<GS>ITC.BO<US>7406<US>0<RS>
# From server B #
<FS>340<US>XX<GS>ITC.BO<US>7406<US>1<RS>

I expect the data to be completely identical so the difference worries me. May I know what <US>0<RS> and <US>1<RS> mean in the example above?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    From Marketfeed Reference Manual, it is Record Transaction Level (RTL).

    image

    RTL is an optional field which is not always present. This field is sometimes used to detect message loss and duplication. However, the way it is used depends on the original data source. In general, sink applications cannot rely on the value without understand exactly how the source uses it.

    Publishing applications should include this field, but do not have to set a value. A null value is valid and can be provided by sending the <US> separator without any value following it; e.g.: <FS>FUNCTION<US>TAG<GS>RIC<US>FIELD_LIST_NO<US><RS>

    In conclusion, you can ignore its value.

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