Is there any unique identifier for a certain update of a RIC?

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!

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Accepted answers

zoya faberov

Hello @jessie.lin,

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.

All comments

umer.nalla

Hi @jessie.lin

This sounds more like a data / content question.

So, please post example RICs and Asset Class + Exchange for the type of RICs that the client is interested in comparing.