Im subscribed to tokyo exchange, and every now and then I get an ADD or UPDATE that has no size.
How should I interpret these?
So I get
OMMMapEntry.Action.ADD maps for various RICs, an example one from today is 5538.T. Specifically im using RFA java on an ELEKTRON feed. These adds updates, from what I can see, have mostly HC and SC tones. The size I refer to is the
ACC_SIZE and ORDER_SIZE fields in the DATA in the ADD map.
I have found a list of the ORDER_TONE (3886) field's definition on page 22 of this document. The "S" in upper byte of the tone is "Special Quote", while "H" is "No Quote / Cancel", so I believe this behavior is directly related to the content definition.
I have submitted the case: 05214923 to Elektron data support team on your behalf to clarify the data.