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Openbook Ultra feed questions

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[quote]Posted By n/a  on  11/14/2008 11:45 AM

I posted a query on 7/31/2008 about what I should do when PDP Delta Update messages contains the duplicate sSN (symbol sequence numbers).  I am looking for guidance on how to proceed in the presence of this condition.  It appears that I can't ignore them, because this causes book exceptions later on, ie, please delete a price level for which I have no prior knowledge.  Can I consider it non-fatal and just process the packet quietly?  Should I post a log message indicating that I am processing a duplicate sSN?  
I ran for quite some time and was not seeing this behavior so I assumed that the NYX Data Team had solved the issue.  Because of this assumption, I put the strict processing rules back in place;  (sSN must increase by 1 on each message packet, if sSN <= sSN_previous, ignore the duplicate record).  This was clearly the wrong thing to do, as the data I collected  on 11/07/2008 has  436 instances where the sSN is same, the line sequence number is different and the data contained in the packets with duplicate sSN is different (AND appears that I should be processing it).     [/quote]

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