FID 1021, 3887 too smal for NYSE seqnum
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 ?
Best Answer
Hello @nrai
I suggest you use RDMFieldDictionary_large shipped with
- Elektron SDK C++ - Elektron SDK - C/C++ - 1.5.0.L1
- Elektron SDK Java - Elektron-SDK-1.5.0.L1.java.rrg
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.
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