question

Upvotes
Accepted
mktdata avatar image
185 ●6 ●12 ●25

Getting add entry for already existing levels. Getting update entry for non existing levels.

Hi,

We are using RFA 8.1 API's with MarketByPrice domain.

This is in regards with level 2 data.

We received an add entry for an order id that already exists in our local book.

Symbol : APPS.MC

Timestamp : 20220907-06:30:17 EST
Order Id : 6.6350B


Similarly an update entry was received for an order ID that was not present in our local book.

Symbol : APPS.MC

Timestamp : 20220907-06:30:17.268656 EST

Order Id : 6.6350B


Is this a valid scenario?

c++OMMmarket-by-pricelevel-2
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

wasin.w avatar image   wasin.w

Hello @mktdata

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Gurpreet avatar image
22k ●58 ●14 ●21

Hi @mktdata,

No this is not a valid scenario. In my experience, it only happens when the client application missed processing an order or other important indication flags like clear cache.

Since you are using RFA, you can try one of the example applications like gui/orderbookdisplay shipped with the SDK, after modifying it to show MARKET_BY_PRICE instead of MARKET_BY_ORDER domain.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Gurpreet avatar image Gurpreet
Also you mention that application received an update for non-existant order, but the pervious order is the one that is being updated here.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.