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nikita.chizhikov avatar image
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MarketByPrice issue

I have this message sequence (not a full message, only relevant with "Key"):
Ticker is: ESH3
{"Action":"Add","Key":"MTM6Mzk4NjUvMg==","Fields":{"ORDER_PRC":3986.5,"ORDER_SIDE":"ASK","NO_ORD":4,"ORDER_TONE":"1","ACC_SIZE":9,"LV_TIM_MS":44059584,"LV_DATE":"2022-11-21"}}
{"Action":"Update","Key":"MTM6Mzk4NjUvMg==","Fields":{"ORDER_TONE":"1","NO_ORD":4,"ACC_SIZE":9,"LV_TIM_MS":44062210,"LV_DATE":"2022-11-21","ORDER_PRC":3986.5,"ORDER_SIDE":"ASK"}}
{"Action":"Update","Key":"MTM6Mzk4NjUvMg==","Fields":{"ORDER_TONE":"1","NO_ORD":4,"ACC_SIZE":9,"LV_TIM_MS":44065940,"LV_DATE":"2022-11-21","ORDER_PRC":3986.5,"ORDER_SIDE":"ASK"}}
{"Action":"Update","Key":"MTM6Mzk4NjUvMg==","Fields":{"ORDER_TONE":"1","NO_ORD":4,"ACC_SIZE":9,"LV_TIM_MS":44066390,"LV_DATE":"2022-11-21","ORDER_PRC":3986.5,"ORDER_SIDE":"ASK"}}
{"Action":"Update","Key":"MTM6Mzk4NjUvMg==","Fields":{"ORDER_TONE":"1","NO_ORD":2,"ACC_SIZE":3,"LV_TIM_MS":44067513,"LV_DATE":"2022-11-21","ORDER_PRC":3986.5,"ORDER_SIDE":"ASK"}}
{"Action":"Update","Key":"MTM6Mzk4NjUvMg==","Fields":{"ORDER_TONE":"1","NO_ORD":2,"ACC_SIZE":3,"LV_TIM_MS":44070824,"LV_DATE":"2022-11-21","ORDER_PRC":3986.5,"ORDER_SIDE":"ASK"}}
{"Action":"Add","Key":"MTM6Mzk4NjUvMg==","Fields":{"ORDER_PRC":3986.5,"ORDER_SIDE":"ASK","NO_ORD":2,"ORDER_TONE":"1","ACC_SIZE":3,"LV_TIM_MS":44070824,"LV_DATE":"2022-11-21"}}

And what is strange is that for key (MTM6Mzk4NjUvMg==) I have first and last Add s without delete between them, how could it be?

#contentwebsocketsrrto
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nick.zincone avatar image
17.7k ●82 ●39 ●63

Hi @nikita.chizhikov

This appears to be a content issue. I would encourage you to open a ticket within the Refinitiv Helpdesk - they will bring in content specialist who can investigate the order issues you have observed. I also tried the same instrument and have observed unexpected behavior.

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