MV_opt
-Interested User-
Posts: 19
Joined: Jun 3, 2020
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Posted: Jul 6, 2020 03:07 AM
Msg. 1 of 4
Hi,
Just starting to look at Level 2 again and am getting "U" messages being sent through. These are not in the spec so I'm wondering if I am doing something wrong.
If I connect to MSFT this is what I get back (note that I am doing this at 4am NYC time).
I appreciate any help
MV.
U,MSFT,STXG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,WABR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,IEXX,0.,0.,0,0,99:99:99,2020-07-02,20,52,153,99:99:99,F,F, U,MSFT,BOSX,0.,0.,0,0,99:99:99,2020-07-02,20,52,12,99:99:99,F,F, U,MSFT,NEED,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,SSUS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,KING,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,INTL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,RAJA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,PUMA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,LEHM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,BMOC,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,BATS,200.,209.75,300,100,18:00:18,2020-07-02,20,52,18,18:00:18,T,T, U,MSFT,WEDB,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,NSDQ,209.22,209.68,47,48,04:02:22,2020-07-06,20,52,5,04:02:16,T,T, U,MSFT,MZHO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,BARD,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,VIRT,0.,0.,0,0,99:99:99,2020-07-06,20,52,5,99:99:99,F,F, U,MSFT,KEYB,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,DADA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,ADAM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,SGAS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,PIPR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,JEFF,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,GTSM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,CINN,0.,0.,0,0,99:99:99,2020-07-02,20,52,10,99:99:99,F,F, U,MSFT,WSEA,0.,0.,0,0,99:99:99,2020-07-06,20,52,5,99:99:99,F,F, U,MSFT,CHXE,0.,0.,0,0,99:99:99,2020-07-02,20,52,8,99:99:99,F,F, U,MSFT,LEER,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,CSTI,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,MAXM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,STFL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,NATL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,NITE,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,CTDL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,XGWD,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,RBCM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,AMEX,0.,0.,0,0,99:99:99,2020-07-02,20,52,6,99:99:99,F,F, U,MSFT,EDGA,0.,0.,0,0,99:99:99,2020-07-02,20,52,25,99:99:99,F,F, U,MSFT,EDGX,206.5,206.74,500,100,19:59:40,2020-07-02,20,52,26,19:59:40,T,T, U,MSFT,CANT,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,ETMM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,BATY,0.,0.,0,0,99:99:99,2020-07-02,20,52,28,99:99:99,F,F, U,MSFT,MSCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,GSCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,WCHV,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,WBLR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,VERT,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,RHCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,SPHN,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,ARCX,208.33,209.5,300,200,04:02:16,2020-07-06,20,52,11,04:02:16,T,T, U,MSFT,SOHO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,SUFI,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,IMCC,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,JPMS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,AEXG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,FLTG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,PHLX,0.,0.,0,0,99:99:99,2020-07-02,20,52,80,99:99:99,F,F, U,MSFT,JSSF,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,UBSS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,COWN,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,MLCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,CDRG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,TSSM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,OHOS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F, U,MSFT,ARCX,208.33,209.5,200,200,04:02:24,2020-07-06,20,52,11,04:02:24,T,T, U,MSFT,ARCX,209.,209.5,100,200,04:02:24,2020-07-06,20,52,11,04:02:24,T,T, U,MSFT,NSDQ,208.6,209.68,40,48,04:02:24,2020-07-06,20,52,5,04:02:16,T,T, U,MSFT,NSDQ,209.23,209.68,47,48,04:02:24,2020-07-06,20,52,5,04:02:16,T,T,
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