I am using EMA to subscribe HKFE for L2 order book options feed, using the following
IDN_SELECTFEED, MARKET_BY_PRICE, Ric: HSI30000D9.HF
I encounter sometimes the orderbook I captured is not aligned with what showing in Eikon 0#HSI30000D9.HF
One thing I noticed that, I regularly receive an UpdateMsg that something on the accumulated size but price is zero.
String key = EmaUtility.asHexString(mapEntry.key().buffer().buffer());
key="422D 55 B-U"
That I don't understand what does it mean.
It would be a reason why my orderbook is not in sync with Eikon.
would you please urgently help?