What is the timezone for the field "LV_DATE" in MBP data

kc.lam
kc.lam Newcomer
in RFA

In my MbP subscription, I have received an update message with different value in field "ACTIV_DATE" and "LV_DATE", are they expected to be in the GMT timezone? Any possible reason for the inconsistency?


RespMsg : modelType="MarketByPrice" hMask="81" iMask="0" respType="Update" respTypeNum="INSTRUMENT_UPDATE_UNSPECIFIED"
Manifest : hMask="1" seqNum="47158" filteredCount="0" filteredTime="0"
Payload :
Map hMask="0" iMask="6" keyType="DataBuffer::Buffer" dataDefCount="0" count="6" totalCountHint="0"
SummaryData :
Fieldlist hMask="0" cMask="0" dictId="0" fieldListNum="0" count="3" defID="0"
FieldEntry mask="0" fieldID="17" fieldName="ACTIV_DATE" dataType="DataBuffer::Date" value="30 MAR 2020"
FieldEntry mask="0" fieldID="4148" fieldName="TIMACT_MS" dataType="DataBuffer::UInt" value="78300228"

…...
MapEntry hMask="0" action="Add" key="18900.000000000B" keyDataType="DataBuffer"
Fieldlist hMask="0" cMask="0" dictId="0" fieldListNum="0" count="7" defID="0"
FieldEntry mask="0" fieldID="3886" fieldName="ORDER_TONE" dataType="DataBuffer::StringRMTES" value="0"
FieldEntry mask="0" fieldID="3428" fieldName="ORDER_SIDE" dataType="DataBuffer::Enumeration" value="1:BID"
FieldEntry mask="0" fieldID="6527" fieldName="LV_TIM_MS" dataType="DataBuffer::UInt" value="78300228"
FieldEntry mask="0" fieldID="3427" fieldName="ORDER_PRC" dataType="DataBuffer::Real" value="18900"
FieldEntry mask="0" fieldID="4356" fieldName="ACC_SIZE" dataType="DataBuffer::Real" value="1"
FieldEntry mask="0" fieldID="3430" fieldName="NO_ORD" dataType="DataBuffer::UInt" value="1"
FieldEntry mask="0" fieldID="6529" fieldName="LV_DATE" dataType="DataBuffer::Date" value="31 MAR 2020"

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @kc.lam

    I am not a content expert, but from a technical perspective the Summary Data field ACTIV_DATE applies to the whole of the order book, whereas the LV_DATE field only applies to the individual order book entry.

    According to the documentation,

    ACTIV_DATE + TIMACT_MS represents the last activity date + time (GMT) for any order on the instrument’s order book

    LV_DATE + LV_TIM_MS represent the date + time (GMT), an aggregated MBP row was most recently updated.

    My guess is that Activity represent trading activity, whereas Update means changes to an order book row such as change in total number of shares (ACC_SIZE) in a row or number of orders in a row (NO_ORD) and so on...

    But as I am not a content expert, I recommend you check this with the Content team via MyRefinitiv.

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