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mktdata avatar image
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What does field 6516 in Level2 MBO book suggests

Hello,

We are using RFA8.1 C++ Api to consume Level2 data using Market By Order(MBO) domain. We observed that sometimes we receive price updates (Add, update instructions) with field 6516 set to 3("X"). Does it indicate that this price will cause a crossing (Top of Bid greater than top of Ask) in level2 order book?


A link to documentation that explains each field in detail is highly appreciated.


Here is the description from Dictionary for BOOK_STATE 6516 -

!

! VALUE DISPLAY MEANING

! ----- ------- -------

0 " " Undefined

1 "N" Normal

2 "L" Locked

3 "X" Crossed

4 "O" One-Sided

rfa#contentenum
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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,


AHS

wasin.w avatar image   wasin.w

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

Thanks,


AHS

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Jirapongse avatar image
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@mktdata

As this forum is more for programming-type queries, rather than content queries, I would recommend you raise a ticket to the content support team directly via MyRefinitiv.

The content support team can provide a detailed description of this enumerated field (FID: 6516 BOOK_STATE).

Sorry for this inconvenience.

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