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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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wasin.w avatar image   wasin.w

Hello @mktdata

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

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Gurpreet avatar image
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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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