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vdkhanh1102 avatar image
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Best_bid1, best_bid3 behave ?

We see daily at around 9:30am SGT, the Thai stock has replicated best_bid1, best_bid3 values, then clear to 0. Is that normal behavior ?

WHA.BKd. it duplicate BEST_BID1 with BEST_BID3 at +4.62 and BEST_BID1 clear to 0 at 10:30:02.319344.

[Mon Sep 17 8:30:02.246598] SSL_ET_ITEM_UPDATE Chan: 0 ServiceName: RSF ItemName: WHA.BKd DataFormat: 2 DataDescriptor: 0 DataLength: 114 SequenceNum: 0 ClientItemTag: 0

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chavalit-jintamalit avatar image
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Hi @vdkhanh1102

What API you are using to get the streaming data ?

Before market open, there is a closing run process which will clear out the fields.

I believe that you are seeing this closing run process.


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