Genium Consolidated Feed (GCF) – Error in orderb
Post# of 301275
(Total Views: 24)
Posted On: 11/22/2017 4:00:32 AM
Genium Consolidated Feed (GCF) – Error in orderbook message
There is confirmed error in GCF Orderbook message (tag: o) which will remain in production during the day.
In certain rare situations orderbook may display crossed/locked orderbooks for equities and equity related instruments traded in INET trading system. Crossed orderbook may contain orders where the bid price is equal or higher than the lowest ask. A correction has been installed in a test system and will be implemented in production tomorrow morning Thursday November 23, 2017.
For more information, please contact: dataproducts@nasdaq.com
(0)
(0)Scroll down for more posts ▼