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[arrowhead4.0] What is the difference of the content for information distributed on FLEX Standard (exclude CB) after Market Close?
[arrowhead4.0] What is the difference of the content for information distributed on FLEX Standard (exclude CB) after Market Close?
Answer
While 1.Afternoon session end and 3.Issue realtime message (backup) distributes "the latest order book information", 2.Issue realtime message (all-day) distributes "quote information throughout the day".
1. Afternoon session end
Updates of information (tag) triggered by closing auction will be distributed.
(Updates upon the tags listed on [FLEX Connection Specifications Realtime Message (Standard) - 2.2.1. Issue Realtime Message] will be allocated).
Furthermore, data of Open, High, Low and Current Price (4P) included in realtime data states the data for afternoon session.
(Exclude execution data for morning session.)
2. Issue realtime message (all-day)
Quote information throughout the day will be distributed.
(Information for all the tags listed on [FLEX Connection Specifications Realtime Message (Standard) - 2.3.3. Issue Realtime Message ? All-Day])
- Details for each tags will be as follows:
ST: Same as closing auction
4P: Allocates the data of Open, High, Low and Current Price throughout the morning session (OHLC include in realtime data or backup is the data per session).
Q1: Whenever the Temporary Quote for the beginning of the Pre-closing is valid, the price for the Temporary Quote and Quote Flag will be set.
(Blank for any other items)
If the status does not align, all the items will be configured as space.
- Closing auction will not be implemented to CB issue and the behavior remains the same as before.
VL: same as the most recent VL distribution
VA: same as the most recent VL distribution
VW: same as the most recent VL distribution
In addition, space will be configured for the Change Flag incorporated in ST,Q1,4P tag.
3. Issue realtime message (backup)
The newest book information after Afternoon session end is disseminated.
(All the tags listed in [FLEX Connection Specification Realtime Message (Standard) - 2.3.2. Issue Realtime Message Backup])
Spaces are set for "Change Flag" set to each tags.
Tags that do not appear are edited into spaces to disseminated them.
Also, Spaces are disseminated if there is no information updated for tags.
Note: Please check "Market Information System FLEX Connection Specification" on the following website.
[System Documents Site] arrowhead/ToSTNeT/FLEX (4.0) > Connection Specifications/Guidelines Related
URL: https://faqsd.jpx.co.jp/category/show/621?site_domain=en_system_documents
1. Afternoon session end
Updates of information (tag) triggered by closing auction will be distributed.
(Updates upon the tags listed on [FLEX Connection Specifications Realtime Message (Standard) - 2.2.1. Issue Realtime Message] will be allocated).
Furthermore, data of Open, High, Low and Current Price (4P) included in realtime data states the data for afternoon session.
(Exclude execution data for morning session.)
2. Issue realtime message (all-day)
Quote information throughout the day will be distributed.
(Information for all the tags listed on [FLEX Connection Specifications Realtime Message (Standard) - 2.3.3. Issue Realtime Message ? All-Day])
- Details for each tags will be as follows:
ST: Same as closing auction
4P: Allocates the data of Open, High, Low and Current Price throughout the morning session (OHLC include in realtime data or backup is the data per session).
Q1: Whenever the Temporary Quote for the beginning of the Pre-closing is valid, the price for the Temporary Quote and Quote Flag will be set.
(Blank for any other items)
If the status does not align, all the items will be configured as space.
- Closing auction will not be implemented to CB issue and the behavior remains the same as before.
VL: same as the most recent VL distribution
VA: same as the most recent VL distribution
VW: same as the most recent VL distribution
In addition, space will be configured for the Change Flag incorporated in ST,Q1,4P tag.
3. Issue realtime message (backup)
The newest book information after Afternoon session end is disseminated.
(All the tags listed in [FLEX Connection Specification Realtime Message (Standard) - 2.3.2. Issue Realtime Message Backup])
Spaces are set for "Change Flag" set to each tags.
Tags that do not appear are edited into spaces to disseminated them.
Also, Spaces are disseminated if there is no information updated for tags.
Note: Please check "Market Information System FLEX Connection Specification" on the following website.
[System Documents Site] arrowhead/ToSTNeT/FLEX (4.0) > Connection Specifications/Guidelines Related
URL: https://faqsd.jpx.co.jp/category/show/621?site_domain=en_system_documents