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I'm looking at both the refinitiv real time SDK and the CSV per-exchange data. I see a few cases where (on LSE) we see this sequence of events: market status - opening auction ...events trade (MMT class implies it's outside of opening auction) market status - normal trading The sequence of events as delivered to our…
We consulted the documentation provided on your site regarding the functionality and setup. However there is a bit of additional clarification required: All the messages received via Websocket have a Sequence number. The definition in the documentation is relatively vague: Sequence number intended to help with temporal…
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…
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