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Openbook Ultra feed questions

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[quote]Posted By Tianli  on  05/23/2008 8:15 PM

I have some questions on the specs ver 1.1 (NYSE OpenBook Ultra Customer Interface Specification - ver1.1.pdf). 
  
 1. The specs mentions "NumPricePoints" field several times (e.g., page 28), but I can't find this field in any of the messages. 
  
 2. It seems all messages are fixed length, for example, Full Update Message - 60 bytes; Delta Update Message - 62 bytes. But in the format table the MsgSize is a function of "NumPricePoints" field (back to Question 1...). Are they fixed or variable length? If variable, what fields are repeated?  
  
 3. In the PDP header, the "NumBodyEntries" field is, 
  
 "The number of times the message body repeats in the message. For example, if the body consists of a field (named Volume) and the “NumBodyEntries” field is 2, the number of bytes in the message body will be 8." 
  
 Please what is the "message body" here? What fields exactly are repeated and where?  
  
 4. The "LinkFlag" field in the PDP header, is it the only field used to identify messages that span multiple packets? That is, something like PSP - packet sequence number in the Openbook Real-time feed. 
  
 5. The SymbolSeqNum field "increases serially but not monotonically". Does this mean there can be gaps within the symbol's message stream? What's the use of it if the symbol seq number is not continuous? Obviously it can't be used to detect gaps like SSN in Openbook Real-time if it's not continuous. 
  
 Thanks. 
  
 [/quote]

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