What is this message in the streaming market data? I don’t see type “x” (“T”:“x”) described in the API docs.
[{“T”:“x”,“S”:“UPS”,“i”:79371806259278,“x”:“D”,“p”:214.655,“s”:10,“a”:“C”,“z”:“A”,“t”:“2021-12-28T16:14:49.427742253Z”}]
where is this type documented?
@Homer Unfortunately I see the “x” message type isn’t documented. There is a change request pending buts its not complete.
An “x” message type is a correction. These corrections are sent by the SIPs and can stem from an issue anywhere upstream. The “i” attribute is the original ID number of the trade or quote. The following attributes are the corrected values.
Realistically, if one is using stream data for ‘real time’ decisions one probably can disregard these message types.
you say can probably disregard… sure, unless one follows things like volumes (more impactful) or change in price (likely less impactful) for these one-off transactions. i wouldnt make assumptions on how people use the feed.
anyhow, i do appreciate the response. its been 50/50 in getting responses on here and the discord its even lower. its not the best service/support honestly, but i can understand that if service/support is volunteer, is it? 