Hi , Client ask asking : is there any unique identifier for a certain update of a RIC ?
As the client is using 2 APPs connect to separate EEDs, the want to compare the time stamp of the updates received through 2 APP, So an unique identifier would help them to sort out the correct updates through 2 APPs. Thank you!
I agree with Umer,
The combination of fids to look at for matching would differ by market and sector, and would encompass seqnums, timestamps and type-specific ids.
For example, for NASDAQ equity, such as MSFT.O
I am looking at trades, identified by:
SEQNUM, TRDTIM_MS, and TRADE_ID
And I am looking at quotes, identified by
SEQNUM_QT and QUOTIM_MS and ORDRECV_MS
In terms of the approach, in the updates received, you will find the specific key fids that should allow to uniquely match your specific specific data content.