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Abhay (guest)
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| 06/24/2008 10:20 AM |
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Hi,
We are seeing duplicate OrderID in the Book Message of type ADD in the same PDP Message [ same PDU].
this is first Book message of type ADD
MsgType = ADD_ORDER StockIndex = 6, OrderRefNo = 306585199, Side = B, Price = 172.69, Shares = 100, Exchange code = P, Session ID = 0,Source Seq No = 702198
Here is the second Book message of type ADD
MsgType = ADD_ORDER StockIndex = 6, OrderRefNo = 306585199, Side = B, Price = 172.69, Shares = 100, Exchange code = P, Session ID = 0,Source Seq No = 702207
As you can the message is same [except the Source Sequence No ].
How do we process this message? Should we assume that it replaces the previous order with this reference number?
Specs say -- > The Order ID identifies a unique order and will allow customers of NYSE Arca Trades to correlate trades to the order
Thanks,
Abhay
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Lydia
Posts:68
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| 06/24/2008 10:31 AM |
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Abhay,
Thank you for your inquiry. We will respond to your question shortly.
Regards,
NYX Data Team |
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Abhay (guest)
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| 06/27/2008 4:11 PM |
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It was bug in out decoder. Please ignore this post.
Thanks,
Abhay |
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