Support
Discussion
Help
Welcome! Please
Register
Sign In
Home
NYSE
NYSE Arca
Euronext
Liffe
Alternext/Amex
Vendor Services
Discussion Board
Unanswered
Active Topics
Forums
Search
UserName:
Subject:
OpenBook Ultra Price Points in Delta Update messages
Body:
[quote]Posted By n/a on 06/18/2008 5:16 PM The spec for the Price Point section of a Delta Update message says that "There maybe 0 price points in a message" (page 37). How should we handle a delta update with no price points? What is its purpose? We are receiving messages like this every once in a while (delta updates with size == 18). We are currently ignoring them but we are not sure this is the best/correct way to handle them.[/quote]
Show Replies: