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 ?
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.