question

Upvotes
Accepted
9 3 3 9

Empty trade event

We receive a lot of empty RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE events that have no volume and no price. They usually follow a normal standard trade event and may have the same sequence number. Any idea why that could be?

E.g.:

Stream SIRTZ7-H8 --- RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE field values:
   TRDVOL_1 (178)            1
   SEQNUM (1021)             3292298
   SALTIM (379)              17:24:19:000:000:000
   SALTIM_MS (3854)          62659100
   ACVOL_TIM (1704)          17:24:19:000:000:000
   LSTSALCOND (4756)         "2"
   TIMACT (5)                17:24:19:000:000:000
   TRDTIM_1 (18)             17:24:19:000:000:000
   NETCHNG_1 (11)            -0.001
   PCTCHNG (56)              1.01
   TRADE_DATE (16)           17 JUL 2017
   ACTIV_DATE (17)           17 JUL 2017
   NUM_MOVES (77)            16
   LIMIT_IND (99)                (0)
   LIMIT_IND2 (8936)             (0)
   VWAP (3404)               -0.09845
   NO_ORD (3430)             2
   ACVOL_1 (32)              121
   ACVOL_UNS (32743)         121
   TRDPRC_1 (6)              -0.1
   PRCTCK_1 (14)             þ (2)
   TRD_UNITS (53)            1DP  (1)
   PRIMACT_1 (393)           -0.1
   ACT_TP_1 (270)             þ (3)
   SEC_ACT_1 (275)           -0.001
   SC_ACT_TP1 (280)           - (2)
   AGGRS_SID1 (12770)        ASK   (2)

Stream SIRTZ7-H8 --- RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE field values:
   SEQNUM (1021)             3292298
   ACVOL_1 (32)              121
   ACVOL_UNS (32743)         121
   ACVOL_TIM (1704)          17:24:19:000:000:000

Stream SIRTZ7-H8 --- RSSL_MC_UPDATE/RDM_UPD_EVENT_TYPE_TRADE field values:
   LOW_1 (13)                -0.1
   TRADE_LOW (7959)          -0.1
   LO_TIMESEC (4783)         17:24:19:000:000:000
   TIMACT (5)                17:24:19:000:000:000
   SEQNUM (1021)             3292299
   SESS_LOFLG (385)          S1 (1)
   LOWTP_1 (197)               (0)
   LOW_T_MS (6260)           62659100
elektronrefinitiv-realtimeelektron-sdkrrteta-apielektron-transport-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
24.9k 86 10 22

Hi @Ypar

Please see this post on a similar question / topic

In that instance the content expert advised as follows:

This is quite common actually. We often get a pulsed summary update from venues (and/or our value-add system if the venue doesn’t send) as it often gets generated after the trade has occurred. In this case it seems we get a separate update from Deutsche Boerse after the index value is sent out.

So, although the above talks about Deutsche Boerse, this behaviour is not related to just that exchange.

As this is a Content query and not a API issue, I recommend you contact our Data Helpdesk if you require further explanation on your observations.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
4.4k 10 6 9

Hi @Ypar

Just checked the data from Tick History and can confirm that the feed did indeed send two trade update with the same SEQNUM.

I have submitted a ticket to Data Helpdesk on your behalf.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
9 3 3 9

FYI, the answer I got about the duplicated sequence number:

The sequence number will change only when there will be different trading activity

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.