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For Vietnam stocks, we are receiving incorrect/garbage trade quantities during Opening and Post-trading sessions. For example, For ric=DIG.HM , date=20220510 and RFA version=8.2.0 We have received a constant tradeSize=50400 (FID 178) for all trade messages before 09:15am during opening session. During normal market hours,…
I have parsed the json file and found out that it is quite hard to align the offset defined for the entity with its place in the raw text input. There are several reasons for it: 1. Each document has its own additional offset (metadata with hash and other info) which makes the initial offset number invalid. 2. Newlines and…
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