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
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.
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.
FYI, the answer I got about the duplicated sequence number:
The sequence number will change only when there will be different trading activity