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.
PRICE POINT: 64.600A
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.