L2 MBO OSLO - market close behaviour

duncan_kerr
duncan_kerr Explorer
in TREP APIs

Hi - Im looking at L2 MBO data for OSLO, and I notice that at the end of day we recieve a IMAGE message followed by a series of delete messages, presumably to generate an empty order book. Do you have any documentation or explanation of how the MBO feed behaves at the end of day?

Is this the right forum for TREP RFA MBO?

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

    Hello @duncan_kerr,

    The behavior on closing run is API-agnostic, you will be seeing the same behavior via RFA as via Elektron API suite. What is common, is, closing prices will be cleared in preparation for the next day. In the case of L2 Order book, exchange may clear the book. The behavior will be exchange-specific. Please see this previous discussion thread for more details on closing run.

    It may also be helpful to refer to Refinitiv Content Helpdesk Online, to open a case with content experts, to find out the specifics of the content on Oslo L2, directly.

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