Support
Discussion
Docs
Welcome! Please
Register
Sign In
Home
NYSE
NYSE Arca
NYSE Amex
Euronext
NYSE Liffe
NYSE Liffe US
Discussion Board
Unanswered
Active Topics
Forums
Search
UserName:
Subject:
OpenBook Ultra delta update reason codes
Body:
[quote]Posted By n/a on 06/18/2008 5:03 PM Every once in a while (about 10-20 times per hour) we get a ReasonCode == '\0' (a null character) instead of the 4 reason codes stated in the specs (O, C, E or X). Everything else in these packets is correct. The null reason code can happen on any of the price points (not only on the last one). ie. the first price point can have a null reason code and the very next price point has a valid one. Please advise on how should we handle this case. [/quote]
Show Replies: