We have a problem with the prices of one value, it was detected that Reuters sent an incorrect price for the value KAV.L (GB00BF0VMV24) It has been updated by scrip by hand.
we have been analyzing the Logs of the feed received by Reuters in the last days for the London market and we have detected a message received on September 18 at 8:35 p.m. where, for the symbol KAV.L it was sent information related to another London value. Specifically of the value AVST.L (AVAST - GB00BDD85M81).
The KAV.L value is priced at approximately 1.9 and, the AVST.L value is priced at approximately 380. It agrees that the incorrect price received for KAV.L, and that caused the incident, was 386.
For the London market, requests are made every 3 minutes during the session, and then we show you the message received with the wrong price and also the previous and subsequent messages that were correct. Comment that the message that we copied is not received as is from Reuters, but Siffeed captures the response and assembles a text string with all the information concatenating the FID (Reuters number that identifies the type of data) and the value of the parameter. Each FID-value pair is separated with the character "|":
Day 2019-09-18
Petition made at 8:32 p.m. for RIC KAV.L
Reuters response with correct prices:
1709=LSE|728=KAV.L|1=44|2=115|3="AVAST"|6=386.0|7=386.0|8=386.6|9=386.6|10=386.6|11=5.0|12=388.0|13=380.0|14=�|15=GBp|18=15:35:3|19=380.8|21=381.0|22=350.0|28=" "|30=800|32=2833498|34=16.1400|35=1.9449|36=23.6059|38=11/10/2019|39=12/9/2019|53= v|55=1|56=1.312|60=386.0|61=386.4|71=7.4100|77=2668|78="BDD85M8"|79=17/9/2019|90=399.4|91=272.05|94=399.400|95=247.600|100=1090.97676|104=STK|117=XD |131= |136=386.20|178=1045276|187=2710|198=1|259=113|270=AP|276=386.40|277=386.70|278=387.00|279=386.60|343="A"|347="A"|379=15:35:3|380=x1M |393=386.0|728="AVST.L"|800="0#.STMM"|869=SDL|875=18/9/2019|955=5000|956=385.028|975="U"|976="A"|977="A"|978="A"|979="A"|985=2510894|995="2193736826191764"|996=386.0|997=388.0|998=380.0|1000="ClsPrc"|1003="STMM"|1004=EMS |1021=204366|1028=18/9/2019|1030=386.0|1031=1045276|1032=385.197|1033=322604|1034=88.615|1035="F25T"|1036="XLON"|1037="Auc"|1054="Crest"|1055=ISN|1056="GB00BDD85M81"|1067=15:35:3|1068="U"|1071= 14|1072= 15|1073= 14|1074= 15|1075=15M.Yr.H|1076=15M.Yr.L|1080=8374|1343=385.2|1422= 15|1465=381.0|2160=10/5/2018|2381=GBP|3183="SETS"|3263=1852|3264=CLS|3265=399.400|3266=247.600|3372=386.0|3399=620|3400=140|3401=371|3402=2|3404=385.028|3422="149496"|3432=1|3448=23/8/2019|3450=20/12/2018|3580=18/9/2019|3655="GB00BDD85M81"|3694="AVST"|3756="BDD85M8"|3841="F25T"|3842="STMM"|3852="c"|3853=56103434|3854=56103434|3855=59400208|3859=215323|3868=380.8|3869=385.2|3870=386.0|3871=2841|3872=3060|3873=1045276|3874=385.197|3875=2510894|3876=322604|3877=380.8|3878=380.0|3879=388.0|3880=3.79735|3881=9077|3882=17/9/2019|3885=386.0|3900="2193736826191764"|3912=386.0|3913=1045276|4109=3.86011|4147=59400208|4150=59400208|4174=0|4238="ORD"|4396=MON|4465="U"|4466="A"|4467="A"|4468="A"|4469="A"|4756="1"|5290=88.615|5304=18/9/2019|5357=1885|6258=25206343|6259=35201405|6260=25253897|6376="AVST.LO"|6377=15:35:3|6401=12477|6413="AVSTl.TRE"|6480=".[SPSLSEGTP01L1"|6518=I|6581=1045276|6582=9223|6589="XLON"|6614=N |6615=NH|6618=16/8/2019|6619=8:16:33|6762=18/9/2019|6771=18/9/2019|6830=18/9/2019|6842=204365|6843=42430|6881=10000|6914=44|6915=5000|6921=1|7052=2624|7597=123.78768|7871=387.95|7872=380.312|8163=10|8311="AVST.L"|8451="C"|8493="XLON"|8515="TM_46"|8519="XLON"|8568="STMM"|8582="46-------J----"|8634="DE"|8643="591159144586788928"|8644="61442415445262400"|8647="c"|8745="72057594038077432"|8927=C |8975= Y |9065=62891073|9248=16/8/2019|9302=18/9/2019|9918=0|9919=5|10323=35781200|11690="C"|11691="1"|11818="3.04"|11842="SHRS"|11860="XOFF"|12223="AVAST/PAR VTG FPD 0.01"|12779=DYN|12780=CLR |12781= |12822=SCHED |12840=N |13024=NO |13041=VN_DVC |13416=SHARE|13432=AU |13444=STA |13492=DYN |13588=GBP|14213=17:12:37|14214=15:35:3|14215=15:6:42|14216=7:0:38|14250=8:20:0|14257=8:16:33|14258=15:35:3|14263=16:30:0|14264=16:30:0|14265=16:30:0|14266=15:35:3|14270=16:30:0|14272=17:28:11|14291=17:12:37|14307=9:46:41|14308=7:0:53|14312=17:28:12|14319=8:16:33|14320=8:20:0|14323=15:35:3|14327=16:30:0|32482=2510894|32560=967189076.00000|32691=3651700|32694=403476536.0|32741=1090976759.08768|32743=2833498|16=18/9/2019 15:35:3|18=18/9/2019 15:35:3|3386=18/9/2019 16:30:0|1025=18/9/2019 16:30:0|6762=18/9/2019 15:35:3|6377=18/9/2019 15:35:3
Day 2019-09-18
Petition made at 8:35 p.m. for RIC KAV.L
Reuters response with NO correct prices:
1709=LSE|728=KAV.L|1=44|2=115|3="AVAST"|6=386.0|7=386.0|8=386.6|9=386.6|10=386.6|11=5.0|12=388.0|13=380.0|14=�|15=GBp|18=15:35:3|19=380.8|21=381.0|22=350.0|28=" "|30=800|32=2833498|34=16.1400|35=1.9449|36=23.6059|38=11/10/2019|39=12/9/2019|53= v|55=1|56=1.312|60=386.0|61=386.4|71=7.4100|77=2668|78="BDD85M8"|79=17/9/2019|90=399.4|91=272.05|94=399.400|95=247.600|100=1090.97676|104=STK|117=XD |131= |136=386.20|178=1045276|187=2710|198=1|259=113|270=AP|276=386.40|277=386.70|278=387.00|279=386.60|343="A"|347="A"|379=15:35:3|380=x1M |393=386.0|728="AVST.L"|800="0#.STMM"|869=SDL|875=18/9/2019|955=5000|956=385.028|975="U"|976="A"|977="A"|978="A"|979="A"|985=2510894|995="2193736826191764"|996=386.0|997=388.0|998=380.0|1000="ClsPrc"|1003="STMM"|1004=EMS |1021=204366|1028=18/9/2019|1030=386.0|1031=1045276|1032=385.197|1033=322604|1034=88.615|1035="F25T"|1036="XLON"|1037="Auc"|1054="Crest"|1055=ISN|1056="GB00BDD85M81"|1067=15:35:3|1068="U"|1071= 14|1072= 15|1073= 14|1074= 15|1075=15M.Yr.H|1076=15M.Yr.L|1080=8374|1343=385.2|1422= 15|1465=381.0|2160=10/5/2018|2381=GBP|3183="SETS"|3263=1852|3264=CLS|3265=399.400|3266=247.600|3372=386.0|3399=620|3400=140|3401=371|3402=2|3404=385.028|3422="149496"|3432=1|3448=23/8/2019|3450=20/12/2018|3580=18/9/2019|3655="GB00BDD85M81"|3694="AVST"|3756="BDD85M8"|3841="F25T"|3842="STMM"|3852="c"|3853=56103434|3854=56103434|3855=59400208|3859=215323|3868=380.8|3869=385.2|3870=386.0|3871=2841|3872=3060|3873=1045276|3874=385.197|3875=2510894|3876=322604|3877=380.8|3878=380.0|3879=388.0|3880=3.79735|3881=9077|3882=17/9/2019|3885=386.0|3900="2193736826191764"|3912=386.0|3913=1045276|4109=3.86011|4147=59400208|4150=59400208|4174=0|4238="ORD"|4396=MON|4465="U"|4466="A"|4467="A"|4468="A"|4469="A"|4756="1"|5290=88.615|5304=18/9/2019|5357=1885|6258=25206343|6259=35201405|6260=25253897|6376="AVST.LO"|6377=15:35:3|6401=12477|6413="AVSTl.TRE"|6480=".[SPSLSEGTP01L1"|6518=I|6581=1045276|6582=9223|6589="XLON"|6614=N |6615=NH|6618=16/8/2019|6619=8:16:33|6762=18/9/2019|6771=18/9/2019|6830=18/9/2019|6842=204365|6843=42430|6881=10000|6914=44|6915=5000|6921=1|7052=2624|7597=123.78768|7871=387.95|7872=380.312|8163=10|8311="AVST.L"|8451="C"|8493="XLON"|8515="TM_46"|8519="XLON"|8568="STMM"|8582="46-------J----"|8634="DE"|8643="591159144586788928"|8644="61442415445262400"|8647="c"|8745="72057594038077432"|8927=C |8975= Y |9065=62891073|9248=16/8/2019|9302=18/9/2019|9918=0|9919=5|10323=35781200|11690="C"|11691="1"|11818="3.04"|11842="SHRS"|11860="XOFF"|12223="AVAST/PAR VTG FPD 0.01"|12779=DYN|12780=CLR |12781= |12822=SCHED |12840=N |13024=NO |13041=VN_DVC |13416=SHARE|13432=AU |13444=STA |13492=DYN |13588=GBP|14213=17:12:37|14214=15:35:3|14215=15:6:42|14216=7:0:38|14250=8:20:0|14257=8:16:33|14258=15:35:3|14263=16:30:0|14264=16:30:0|14265=16:30:0|14266=15:35:3|14270=16:30:0|14272=17:28:11|14291=17:12:37|14307=9:46:41|14308=7:0:53|14312=17:28:12|14319=8:16:33|14320=8:20:0|14323=15:35:3|14327=16:30:0|32482=2510894|32560=967189076.00000|32691=3651700|32694=403476536.0|32741=1090976759.08768|32743=2833498|16=18/9/2019 15:35:3|18=18/9/2019 15:35:3|3386=18/9/2019 16:30:0|1025=18/9/2019 16:30:0|6762=18/9/2019 15:35:3|6377=18/9/2019 15:35:3
Day 2019-09-18
Petition made at 8:38 p.m. for RIC KAV.L
Reuters response with correct prices:
1709=LSE|728=KAV.L|1=44|2=115|3="KAVANGO RESOUR"|6=1.66|11=0.000|14=�|15=GBp|18=8:42:54|19=1.60|21=1.60|28="YYYY"|29=7:4:43|32=119943|34=-0.3100|53= v|55=1|56=0.000|60=1.50|61=1.70|77=1|78="BF0VMV2"|79=17/9/2019|90=3.90|91=3.60|94=5.200|95=1.400|100=0.19911|104=STK|131= |136=1.60|178=119943|187=1|198=1|259=113|277=1.750|278=1.700|279=1.600|343="C"|347="C"|379=8:42:54|380=x1M |728="KAV.L"|800="0#.SSX3"|869=SDL|875=18/9/2019|955=30000|956=1.660|975="R"|996=1.60|1000="ClsPrc"|1003="SSX3"|1004=EMS |1021=955617|1028=18/9/2019|1033=119943|1034=0.000|1035="SQSL"|1036="XLON"|1037=" "|1054="Crest"|1055=ISN|1056="GB00BF0VMV24"|1067=8:42:54|1068="R"|1071= 14|1072= 14|1073= 15|1074= 15|1075=15M.Yr.H|1076=15M.Yr.L|1080=8372|1422= 14|1465=1.60|2160=31/7/2018|2381=GBp|3183="SETSqx"|3263=3531|3264=CLS|3265=5.200|3266=1.400|3372=1.60|3404=1.660|3422="150002"|3432=1|3448=3/6/2019|3450=25/1/2019|3580=18/9/2019|3655="GB00BF0VMV24"|3694="KAV"|3756="BF0VMV2"|3841="SQSL"|3842="SSX3"|3852="c"|3853=31374328|3854=31374328|3855=57430629|3859=75427|3876=119943|3877=1.66|3878=1.66|3879=1.66|3900="3002149438079040"|4109=1.66|4147=57430629|4150=57430629|4174=0|4238="ORD"|4396=MON|4465="R"|5290=0.000|5304=18/9/2019|5357=1885|6258=25200444|6376="KAV.LO"|6377=15:35:17|6401=12477|6413="KAVl.TRE"|6480=".[SPSLSEGTP01L1"|6518=I|6582=119943|6589="XLON"|6614=N |6615=NH|6618=31/7/2018|6619=9:46:22|6762=18/9/2019|6842=75427|6881=10000|6914=1|6915=30000|6921=1|7597=0.19911|7871=1.66|7872=1.66|8163=0|8311="KAV.L"|8493="XLON"|8515="TM_43"|8519="XLON"|8568="SSX3"|8582="45-------P----"|8634="DE"|8643="3002149438079040"|8647="c"|8745="72057594038077938"|8927=C |8975= Y |9065=31374328|9248=31/7/2018|9302=18/9/2019|9918=0|9919=10|10323=1341795|11691="1"|11818="3.04"|11842="SHRS"|12223="KAVO RESO/PAR VTG FPD 0.001"|12779=DYN|12780=NCLR |12781=I|12822=SCHED |12840=N |13024=YES |13041= |13416=SHARE|13432=RX |13444=STA |13492=DYN |14215=8:42:56|14216=8:42:56|14250=15:35:0|14257=9:46:22|14258=15:35:17|14263=15:57:10|14264=15:57:10|14265=15:57:10|14266=8:42:54|14270=16:30:1|14272=8:42:54|14312=8:42:56|14319=9:46:22|14320=15:35:0|14323=15:35:17|14327=16:30:1|32691=119943|32694=199105.38|32741=199105.38|32743=119943|16=18/9/2019 8:42:54|18=18/9/2019 8:42:54|3386=18/9/2019 15:57:10|1025=18/9/2019 15:57:10|6762=18/9/2019 15:35:17|6377=18/9/2019 15:35:17
We have marked in yellow the symbol that shows that it is always the same, the name of the value where you can see that in the 20:35 h message it appears the name of AVAST, and the fields related to the price (FID 6), and other fields related to the maximum, minimum price, etc. Also indicate that messages with the price of 1.66 (correct price) Siffeed discards them because they are Off-Book transactions and should not be taken into account. But the message with the wrong price was received as an Automatic Trade and processed as it was a valid message.
