FID 1021, 3887 too smal for NYSE seqnum

nrai · April 2020

Hi,

This is a continuation from a customer support Case : 08541928 SEQNUM_QT is missing last 2 digits

I am located in EST. Data comes in GMT

2.We use both FIDs below (1021 for trades, 3887 for quotes)
FID: 1021SEQNUMIf Available REAL64 Length: 7

3.FID: 3887SEQNUM_QTOptional REAL64 Length: 7

It seems like NYSE seqnum is now larger so last two digits are being truncated..

Can you pls advise how to proceed ?

pimchaya.wongrukun01 · April 2020

Hello @nrai

I suggest you use RDMFieldDictionary_large shipped with

This dictionary defines the larger size of the FID 1021 and 3887 from 7 to 9 like below:

SEQNUM     "SEQNUM"     1021  NULL    INTEGER            15  REAL64           9 
! 
! The message sequence number, used for trade events.  
... 
SEQNUM_QT  "QUOTE SEQUENCE NUM"  3887  NULL   INTEGER    15  REAL64           9 
! 
! Quote Sequence Number

Hope this help.

nrai · April 2020

we havn't been able to try out this suggestion. The large seqno don't come often. Pls keep this open for more time while we develop , deploy, test this solution

FID 1021, 3887 too smal for NYSE seqnum

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FID 1021, 3887 too smal for NYSE seqnum

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