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Leve1 Trade time

I am looking at OMX trade ticks disseminated from level 1 quote subscription.

I want to check the reason why SALTIM field is not in some update message. I attached a file dump that includes an update message with SALTIM field and subsequent update message is missing that field.

I suspect it's because the SALTIM is only disseminate when it change between update messages.

thanks

treprfarfa-apitrade
omx-trade-tick.txt (3.5 KiB)
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1 Answer

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This is directly related to the data and content published by feed, not API. You may need data expert to confirm this information.

According to the OMX Future Index, and OMX Equity Index field list document, the SALTIM field will update only if the value is different from the previous one.

saltim.jpg

You can download the documents from this link.


saltim.jpg (36.2 KiB)
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