Imported from previous forum
[ original email was from Greg Orsini - greg.orsini@cameronsystems.com ]
In MarketDataSnapshotFullRefresh, is there a way to indicate a price, such as high or low, does not yet have a value? (E.g., no trades yet today.)
[ original email was from Matt Simpson - msimpson@cme.com ]
Greg -
MDEntryType has a new value of EmptyBook (J) which is intended to communicate that no prices are present for a book.
In MarketDataSnapshotFullRefresh, is there a way to indicate a
price, such as high or low, does not yet have a value? (E.g., no
trades yet today.)