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

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Question by kc.lam · Apr 01 at 03:22 PM · elektron rfa c++timezone

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"

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Answer 1 · 2020-04-01T16:33:22Z

REFINITIV

Best Answer

Answer by umer.nalla · Apr 01 at 04:33 PM

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.

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kc.lam · Apr 02 at 02:24 AM 0

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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.

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

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