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mktdata avatar image
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How to construct book for getting blank values in MP domain

Hello,

We are using RFA 8.1 C++ API to consume depth data using LL2 MBP domain [Market Price].

Consider following hypothetical scenarios. consider maximum levels as 10.

    case 1:     BEST_ASK1   ->  <blank>     BEST_ASIZ1  ->    770

    case 2:     BEST_ASK1   ->  75.7        BEST_ASIZ1  ->   <blank>

    case 3:     in UPDATE message   
                BEST_ASK1   ->  <blank>     BEST_ASIZ1  ->   <blank>
    
    case 4:     in REFRESH message  
                BEST_ASK1   ->  <blank>     BEST_ASIZ1  ->   <blank>


These cases can happen for Top Level [BEST_ASK1 BEST_ASIZ1 as mentioned above] or for Middle level [say for example BEST_ASK4 BEST_ASIZ4] or for last level/levels [BEST_ASK10 or BEST_ASK6 to BEST_ASK10].


Also are there any cases which can never occur in real-rime?

How should we construct the book at our end with these kind of blank updates?

rfarfa-api#contentc++
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Gurpreet avatar image
23.7k ●61 ●15 ●21

Hi @mktdata,

As answered previously, you should open a content ticket for this issue at my.refinitiv.com. We are only able to help with technical questions on these forums.

Also, please do not raise duplicate questions.

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