MARKET_BY_PRICE OR_RNK_RUL OPT But No Oder Type

jzhao
jzhao Contributor
in ETA

Hi,

In processing MarketByPrice data for HK, the value of OR_RNK_RUL is 4(OPTS), i.e., Order Type, Price, Time, Size. However the feeds don't have "Order Type". See snippet below. Please advise.

SUMMARY DATA

PROD_PERM4949[4]

DSPLY_NAMEHSBC
HOLDINGS[19]

TIMACT08:08:40:000:000:000[10]

CURRENCYHKD(344)[14]

ACTIV_DATE<blank
data>

RECORDTYPE113[4]

PREF_DISP<blank
data>

DSPLY_NMLL匯豐控股[19]

RDN_EXCHD2HKG(92)[14]

PROV_SYMB5[19]

PR_RNK_RULNOR(1)[14]

OR_RNK_RULOPTS(4)[14]

MNEMONIC5[19]

TIMACT_MS29320125[4]

CONTEXT_ID2398[8]

DDS_DSO_ID4097[4]

SPS_SP_RIC.[SPSHKTL2[17]

BOOK_STATEN(1)[14]

HALT_REASN<blank
data>

MKT_OR_RUL(0)[14]

TRD_STATUS<blank
data>

HALT_RSN<blank
data>

PRICE POINT: 64.600A

ACTION: RSSL_MPEA_ADD_ENTRY

ORDER_PRC64.600[8]

ORDER_SIDEASK(2)[14]

NO_ORD38[4]

ACC_SIZE131200[8]

LV_TIM_MS<blank
data>

LV_DATE<blank
data>

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @jzhao

    Apologies for the late reply.

    I have been advised by Level 2 specialist that there is an error with the OrderBook ranking rules related information we have with HKEx and it will be addressed in the next possible venue software (feed handler) update.

    I have been advised that it should be PTS rather than OPTS.

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