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关于国际期货数据问题

对于ric:AULU3 ,我们在北京时间2023/8/15 06:00 同一秒连续收到了两笔数据fid 32 成交量,第一笔为166127,第二笔为2,当时应该属于其开盘时刻,为何成交量会突然变小,烦请确认。

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<AHS> translated with google

For ric: AULU3, we received two fid 32 transaction volumes at the same second at 2023/8/15 06:00 Beijing time. The first transaction was 166127, and the second transaction was 2. It should belong to its opening time at that time. Why? The trading volume will suddenly decrease, please confirm.

Hi @yanzhe ,

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Thanks,
AHS

@yanzhe

Hi,

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Thanks,

AHS

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@yanzhe

Thank you for reaching out to us.

I checked the historical data and found that the volume of 166127 was sent at 2023-08-14T22:00:00.024979790Z (GMT) and the volume of 2 was sent at 2023-08-14T22:00:00.024979790Z (GMT).

They were in different update messages.

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This is a content question. Please contact the content support team directly via MyRefinitiv to confirm the data.


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