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 Ariel on 06/23/2008 4:07 PM At the moment it is best to ignore this message This is an issue on our end that will be fixed in a future release. We receive a status message periodically between our matching engine and our distribution system to ensure that we received the correct number of events for a particular symbol. Unfortunately this message is unique per symbol and contains a valid sequence number. So in order to ensure that no gaps occur, we distribute this message to customers without any price points and delta message includes only a sequence number.[/quote]
Show Replies: