- No : 17360
- Updated Date : 2024/03/11 09:00
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[arrowhead4.0] Is there any change of ToSTNeT information distribution?
[arrowhead4.0] Is there any change of ToSTNeT information distribution?
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Answer
There are following modifications.
-ToSTNeT information will be excluded from Estimated total trading volume (TV tag) and turnover (TA tag) in the statistics messages.
-ToSTNeT statistics (TS tags) currently distributed from MCG042 will be distributed from MCG041.
There will be no change in the TS tag message items.
-The accuracy of ToSTNeT trade execution time (distributed as ToSTNeT by-issue information (TI tag)) will be improved to the 10 milliseconds granularity.
"HHMMSS" format => "HHMMSStt****" format (message length increases 6 bytes)