We are sourcing FIDs 3428, 3427, 4356, 14268, 3886 and 3430 from the market-by-price feed (using OMMMsg.Indication.VIEW).
API: 8.1.2.L1.all com.reuters.rfa Java library.
we have received an OMMMapEntry.Action.UPDATE to “A-M+C” entry for 9616.T on Jun 4 (Tue) at 11:29:21.278 JST, however, this entry was not being “added” before (no corresponding OMMMapEntry.Action.ADD before). We would like to understand on why OMMMapEntry.Action.UPDATE was being published instead of OMMMapEntry.Action.ADD.
Thank you for reaching out to us.
I checked the raw data from Tick History and found the Add action of the "A-M+C" at 00:20:09 (GMT) on 2024-06-04.
9616.T,Market By Price,2024-06-04T00:20:09.224108351Z,+9,Raw,UPDATE,UNSPECIFIED,,,,4742,,39040,,0 ,,,,Summary,,,,,,,,,,9 ,,,,FID,17,,ACTIV_DATE,2024-06-04, ,,,,FID,4148,,TIMACT_MS,1209148, ,,,,FID,6516,,BOOK_STATE,3,X ,,,,FID,6517,,HALT_REASN," ", ,,,,FID,6614,,TRD_STATUS,1,"N " ,,,,FID,14269,,TIMACT_NS,00:20:09.148785000, ,,,,FID,7802,,REGU_PRC,, ,,,,FID,14671,,REGU_P_NS,, ,,,,FID,13409,,REGU_COND,0," " ,,,,MapEntry,,ADD,,,,,,A-M+C,,8 ,,,,FID,3427,,ORDER_PRC,, ,,,,FID,3428,,ORDER_SIDE,2,ASK ,,,,FID,4356,,ACC_SIZE,500, ,,,,FID,3430,,NO_ORD,1, ,,,,FID,6527,,LV_TIM_MS,1209148, ,,,,FID,6529,,LV_DATE,2024-06-04, ,,,,FID,3886,,ORDER_TONE,MA, ,,,,FID,14268,,LV_TIM_NS,00:20:09.148785000,
Then, I saw this key in the Refresh message at 00:47:16 GMT.
9616.T,Market By Price,2024-06-04T00:47:16.721459123Z,+9,Raw,REFRESH,NOT_COMPLETE,,,,4742,0,35167,,0 ,,,,Summary,,,,,,,,,,23 ,,,,FID,1,,PROD_PERM,4742, ,,,,FID,3,,DSPLY_NAME,KYORITSU MAINT, ,,,,FID,15,,CURRENCY,392,JPY ,,,,FID,17,,ACTIV_DATE,2024-06-04, ,,,,FID,259,,RECORDTYPE,113, ,,,,FID,1080,,PREF_DISP,, ... ... ,,,,MapEntry,,ADD,,,,,,A-M+C,,8 ,,,,FID,3427,,ORDER_PRC,, ,,,,FID,3428,,ORDER_SIDE,2,ASK ,,,,FID,3430,,NO_ORD,1, ,,,,FID,3886,,ORDER_TONE,MA, ,,,,FID,4356,,ACC_SIZE,500, ,,,,FID,6527,,LV_TIM_MS,1209148, ,,,,FID,6529,,LV_DATE,2024-06-04, ,,,,FID,14268,,LV_TIM_NS,00:20:09.148785000,
The next update was at 02:29:21 GMT.
9616.T,Market By Price,2024-06-04T02:29:21.349202131Z,+9,Raw,UPDATE,UNSPECIFIED,,,,4742,,36496,,0 ,,,,Summary,,,,,,,,,,9 ,,,,FID,17,,ACTIV_DATE,2024-06-04, ,,,,FID,4148,,TIMACT_MS,8961271, ,,,,FID,6516,,BOOK_STATE,3,X ,,,,FID,6517,,HALT_REASN," ", ,,,,FID,6614,,TRD_STATUS,1,"N " ,,,,FID,14269,,TIMACT_NS,02:29:21.271689000, ,,,,FID,7802,,REGU_PRC,3121, ,,,,FID,14671,,REGU_P_NS,02:29:15.555298000, ,,,,FID,13409,,REGU_COND,1,FEVDA ,,,,MapEntry,,UPDATE,,,,,,A-M+C,,8 ,,,,FID,3427,,ORDER_PRC,, ,,,,FID,3428,,ORDER_SIDE,2,ASK ,,,,FID,4356,,ACC_SIZE,700, ,,,,FID,3430,,NO_ORD,2, ,,,,FID,6527,,LV_TIM_MS,8961271, ,,,,FID,6529,,LV_DATE,2024-06-04, ,,,,FID,3886,,ORDER_TONE,MA, ,,,,FID,14268,,LV_TIM_NS,02:29:21.271689000,
According to this information, this map entry was added at 00:20:09 GMT so it should not be the content issue.
Please contact the API support team via Contact Premium support to verify this issue.
