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  • No : 15374
  • Updated Date : 2023/01/23 15:55
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[J-GATE3.0] How to disseminate market information in case of Combination Series is executed.

How to disseminate market information in case of Combination Series is executed. 
Category : 

Answer

Please be informed that when Combination Series is executed, only BD70 (Price Information) for Combination Series is disseminated, whereas BD70 (Price Information) for leg series is not. 
Moreover, BD2 (Four Prices (High, Low, Open, Last/Close) Information/Index Information)  related to Combination Series will not be disseminated and four prices and volume for BD2 (Four Prices (High, Low, Open, Last/Close) Information/Index Information) of leg series are not applied to the execution of Combination Series. 
For details, please refer to “4.6.6 Combination series” in "J-GATE3.0_Connectivity_Manual_Commonalities_part". 
 
Please note that although the traded price for leg series used to be disseminated as volume in API and ITCH on J-GATE2.0, it is not disseminated in J-GATE3.0 even when Combination Series is executed. 

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