question

Upvotes
Accepted
100 11 12 18

MARKET_BY_PRICE OR_RNK_RUL OPT But No Oder Type

Hi,

In processing MarketByPrice data for HK, the value of OR_RNK_RUL is 4(OPTS), i.e., Order Type, Price, Time, Size. However the feeds don't have "Order Type". See snippet below. Please advise.

SUMMARY DATA

PROD_PERM4949[4]

DSPLY_NAMEHSBC HOLDINGS[19]

TIMACT08:08:40:000:000:000[10]

CURRENCYHKD(344)[14]

ACTIV_DATE<blank data>

RECORDTYPE113[4]

PREF_DISP<blank data>

DSPLY_NMLL匯豐控股[19]

RDN_EXCHD2HKG(92)[14]

PROV_SYMB5[19]

PR_RNK_RULNOR(1)[14]

OR_RNK_RULOPTS(4)[14]

MNEMONIC5[19]

TIMACT_MS29320125[4]

CONTEXT_ID2398[8]

DDS_DSO_ID4097[4]

SPS_SP_RIC.[SPSHKTL2[17]

BOOK_STATEN(1)[14]

HALT_REASN<blank data>

MKT_OR_RUL(0)[14]

TRD_STATUS<blank data>

HALT_RSN<blank data>

PRICE POINT: 64.600A

ACTION: RSSL_MPEA_ADD_ENTRY

ORDER_PRC64.600[8]

ORDER_SIDEASK(2)[14]

NO_ORD38[4]

ACC_SIZE131200[8]

LV_TIM_MS<blank data>

LV_DATE<blank data>

elektronrefinitiv-realtimeelektron-sdkrrteta-apielektron-transport-apimarket-by-price
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
25k 87 11 23

Hi @jzhao

Apologies for the late reply.

I have been advised by Level 2 specialist that there is an error with the OrderBook ranking rules related information we have with HKEx and it will be addressed in the next possible venue software (feed handler) update.

I have been advised that it should be PTS rather than OPTS.

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.

Thank you Umer. We thought the ORDER_TONE was kind of providing the order type (like market order and maybe others) so in that sense we should sort the order type first. However all other markets like Japan, Korea, Taiwan, Australia all have PTS

Upvotes
25k 87 11 23

Hi @jzhao

Can you please confirm exactly which RIC code (instrument name) you are requesting?

And is this from Elektron service or you are using some other Direct Feed?

Thanks.

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
100 11 12 18

the RIC code is 0005.HK, and the Elektron service is ELEKTRON_DD. Thank you,

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.

Hi @jzhao

I have contacted some level 2 specialist and will get back once I get a response.