question

Upvotes
Accepted
kc.lam avatar image
124 ●2 ●2 ●0

What is the timezone for the field "LV_DATE" in MBP data

In my MbP subscription, I have received an update message with different value in field "ACTIV_DATE" and "LV_DATE", are they expected to be in the GMT timezone? Any possible reason for the inconsistency?


RespMsg : modelType="MarketByPrice" hMask="81" iMask="0" respType="Update" respTypeNum="INSTRUMENT_UPDATE_UNSPECIFIED"
Manifest : hMask="1" seqNum="47158" filteredCount="0" filteredTime="0"
Payload :
Map hMask="0" iMask="6" keyType="DataBuffer::Buffer" dataDefCount="0" count="6" totalCountHint="0"
SummaryData :
Fieldlist hMask="0" cMask="0" dictId="0" fieldListNum="0" count="3" defID="0"
FieldEntry mask="0" fieldID="17" fieldName="ACTIV_DATE" dataType="DataBuffer::Date" value="30 MAR 2020"
FieldEntry mask="0" fieldID="4148" fieldName="TIMACT_MS" dataType="DataBuffer::UInt" value="78300228"

…...
MapEntry hMask="0" action="Add" key="18900.000000000B" keyDataType="DataBuffer"
Fieldlist hMask="0" cMask="0" dictId="0" fieldListNum="0" count="7" defID="0"
FieldEntry mask="0" fieldID="3886" fieldName="ORDER_TONE" dataType="DataBuffer::StringRMTES" value="0"
FieldEntry mask="0" fieldID="3428" fieldName="ORDER_SIDE" dataType="DataBuffer::Enumeration" value="1:BID"
FieldEntry mask="0" fieldID="6527" fieldName="LV_TIM_MS" dataType="DataBuffer::UInt" value="78300228"
FieldEntry mask="0" fieldID="3427" fieldName="ORDER_PRC" dataType="DataBuffer::Real" value="18900"
FieldEntry mask="0" fieldID="4356" fieldName="ACC_SIZE" dataType="DataBuffer::Real" value="1"
FieldEntry mask="0" fieldID="3430" fieldName="NO_ORD" dataType="DataBuffer::UInt" value="1"
FieldEntry mask="0" fieldID="6529" fieldName="LV_DATE" dataType="DataBuffer::Date" value="31 MAR 2020"

elektron-sdktreprfarfa-apitime-zone
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.

1 Answer

· Write an Answer
Upvotes
Accepted
umer.nalla avatar image
25.3k ●87 ●12 ●25

Hi @kc.lam

I am not a content expert, but from a technical perspective the Summary Data field ACTIV_DATE applies to the whole of the order book, whereas the LV_DATE field only applies to the individual order book entry.

According to the documentation,

ACTIV_DATE + TIMACT_MS represents the last activity date + time (GMT) for any order on the instrument’s order book

LV_DATE + LV_TIM_MS represent the date + time (GMT), an aggregated MBP row was most recently updated.

My guess is that Activity represent trading activity, whereas Update means changes to an order book row such as change in total number of shares (ACC_SIZE) in a row or number of orders in a row (NO_ORD) and so on...

But as I am not a content expert, I recommend you check this with the Content team via MyRefinitiv.

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.

kc.lam avatar image kc.lam

Hi @Umer Nalla, Thanks for your detailed explanation. If they are in GMT, then "LV_DATE" + "LV_TIM_MS" represents a future time when I receive this message. I believe there may be error in the data content, let me follow up with MyRefinitiv.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.