 Add Reply
|
|
| Author |
Messages |
|
Ye (guest)
 |
| 09/30/2008 9:57 AM |
 Quote
 Reply
 Alert
|
I started to get message type 242 recently from the ultra imbalance feed. (seems getting it around market open).
Can't find it anywhere in the spec.
What's is this new message type? |
|
|
|
|
Ariel
Posts:163
|
| 10/10/2008 9:18 AM |
Quote
Reply
Alert
|
| This message is ONLY sent in the event an imbalance can not be calculated. In effect, the Imbalance Qty equal to zero, Reference price equal to zero and a Paired Qty equal to zero, This message will be disseminated to identify that there is no imbalance information available. This was done to keep msgtype 240 and 241 without incorrect data |
|
|
|
|
Li (guest)
|
| 11/12/2008 6:02 PM |
Quote
Reply
Alert
|
| under what circumstances will I see cumulative matched trade size decline as time progresses? |
|
|
|
|
|
| Add Reply |
|
|
|
Quick Reply |
 |
|
|
|