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goulden_david avatar image
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How to handle blank fields in Market Price Update message

Is it the case that if you receive an FID in the update message, you should use the value even if it is blank?

For instance, in the message below should I read ASKSIZE and NO_SELLERS as 'empty' or use the previous known values? For this exchange the ASK_TONE value of "H" indicates "When there are no quotes or all quotes are cancelled"


<->2019.12.20T13:26:59.916 ### dpl0093.equi ### warn ### (17864): processPayload: Received RIC: 7078.T

Resp Message:

AttribInfo: (none)

RespMsg::Model type: 6 (MarketPrice)

RespMsg::Resp type: 3 (Update)

RespMsg::Resp type num: 0 (INSTRUMENT_UPDATE_UNSPECIFIED)

RespMsg::payload:

__

FieldList:

standard data count = 17

__FieldEntry: ASK 4245.0

FieldEntry: ASKSIZE

FieldEntry: NO_SELLERS __

FieldEntry: ASK_TIME 4:26:59.919

FieldEntry: ASK_TONE "H"

FieldEntry: GV2_FLAG "C"

FieldEntry: ASK_TIM_MS 16019919

FieldEntry: EXCHTM_MSP 16019919257

FieldEntry: BID 4260.0

FieldEntry: BIDSIZE 100

FieldEntry: NO_BUYERS 1

FieldEntry: BID_TIME 4:26:59.919

FieldEntry: BID_TONE " "

FieldEntry: GV1_FLAG " "

FieldEntry: BID_TIM_MS 16019919

FieldEntry: ASK_NZERO 4245.0

FieldEntry: BID_NZERO 4260.0


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pimchaya.wongrukun01 avatar image
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Hello @goulden_david

In my opinion, you should use the value even if it is blank because the feed sends updated fields to update the values. I suggest you reach out to the Refinitiv Helpdesk to confirm this again.

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goulden_david avatar image goulden_david

Thank you! I have submitted a ticket to Refinitiv. Will update this question with their reply.

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umer.nalla avatar image
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Hi @goulden_david

You may also find the following posts useful - add some more context to my colleagues answer

https://community.developers.refinitiv.com/questions/48255/empty-field-value-bidask.html

https://community.developers.refinitiv.com/questions/35953/ema-java-sometimes-receiving-blank-data.html

https://community.developers.refinitiv.com/questions/18943/what-does-blank-value-during-closing-run-interpret.html


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goulden_david avatar image goulden_david

Hi @Umer_Nalla, thank you for the links. After reading them, I am still unclear how the blank fields in 'Update' messages should be handled.Hoping Refinitiv support can clear it up.

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