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  • No : 7445
  • Updated Date : 2019/10/07 09:00
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What are the differences between the data FLEX Std. disseminates after the closing auction of the afternoon session? (Afternoon session end/Issue realtime message (all-day/backup))

What are the differences between the data FLEX Std. disseminates after the closing auction of the afternoon session? (Afternoon session end/Issue realtime message (all-day/backup))
Category : 

Answer

There is a difference that "1. Afternoon session end" and "3. Issue realtime message (backup)" disseminate "latest board information", whereas "2. Issue realtime message (all-day)" disseminates "all-day price information".

1. Afternoon session end
Only the information (tags) changed at closing is disseminated.
(Only the tags listed in [FLEX Connection Specification Realtime Message (Standard) - 2.2.1 Issue Realtime Message] that have changed are disseminated.)
Open, High, Low and Current Price (4P) in issue real-time message are Open, High, Low and Current Price in afternoon session. (Does not include tradings in morning session)

2. Issue realtime message (all-day)
All-day price information is disseminated.
(All the tags listed in [FLEX Connection Specification Realtime Message (Standard) - 2.3.3 ssue Realtime Message All-Day])

ST: Same as closing in afternoon session
4P: Open, High, Low and Current Price through the morning and afternoon sessions.
Q1: Only a price is set if Special Quote/Sequential Trade Quote is indicated.
If Special Quote/Sequential Trade Quote (including pre-stop) is not indicated, all items are set spaces.
VL: Same as the last disseminated VL
VA: Same as the last disseminated VA
VW: Same as the last disseminated VW
In addition, spaces are set for "Change Flag" set to ST, Q1, and 4P tags.

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.

*Please refer to the following FAQ how to find System Specification for FLEX.
URL: https://faqsd.jpx.co.jp/faq/show/5690?site_domain=en_application

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