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Reasons for receiving blank updates in LL2 MP domain

Hello,

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

Consider following 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].


when these scenarios/cases can happen? how can we identify them ?

For case 1 :

when these scenarios/cases can happen? --> As mentioned by Refinitiv support -- “in this scenario ,this is a Market order update. Note this can only occur during the auction”

how can we identify them? --> As mentioned by Refinitiv support -- “BID/ASK is blank but we would see BIDSIZE/ASKSIZE and BID/ASK_TONE == M.”

As the above example explains we can identify the case 1 scenario when we receive a market order update and market order update can be identified by ASK_TONE or BID_TONE value == ‘M’ .

We want to know same information for all other cases mentioned.

rfarfa-api#content
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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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