We have a question regarding blank values during closing run in Elektron service. Basically, one of my client reported that in SSL, they get a 0 value for bid/ask/last on closing run for RIC such as ADEw.J and similar tickers. And, after investigation, we see that in our C++ RFA OMM we get blank values(using isBlank). We would like to confirm if it's the case and what is expected user way of handling a blank ?
For fields that are doubles, what does blank value interpret as ? Should we ignore it, or should we set it to 0 ?
Similarly, for string values, what does blank value mean ? Should it be ignored or set to empty string?