I recently migrated from RFA to EMA.
Wanted to do data quality check hence we were comparing data from both, I see sometimes trdprc, bid and ask are missing in EMA but not in RFA and vice-versa. There is no specific pattern, and randomly for same RIC we see different behavior between ema and rfa.
Following is an example of rics where trdprc was null in ema but not rfa:
RIC | ema tpts | ema trdprc_1 | ema bid | ema ask | rfa tpts | rfa trdprc_1 | rfa bid | rfa ask |
|---|
5H1_p.F | 2025.12.12 16:42:08.822834089 | 0n | 4.76 | 0n | 2025.12.12 16:42:08.817 | 4.84 | 4.76 | 5.05 |
|---|
LRND.SG | 2025.12.12 16:35:36.097171150 | 0n | 1.4 | 2.06 | 2025.12.12 16:35:36.104 | 1.18 | 1.4 | 2.06 |
|---|
RCVR.D | 2025.12.12 16:42:11.177775594 | 0n | 6f | 6.6 | 2025.12.12 16:42:11.183 | 6f | 6f | 6.6 |
|---|
MPCSDX5 | 2025.12.12 16:44:30.575690491 | 0n | 0n | 0n | 2025.12.12 16:44:30.564 | 96.02 | 96.02 | 96.0225 |
|---|
F7W3Z5 | 2025.12.12 17:00:02.744952836 | 0n | 63.5 | 67f | 2025.12.12 17:00:02.749 | 67f | 63.5 | 67f |
|---|
F7W3c1 | 2025.12.12 17:00:02.724327931 | 0n | 63.5 | 67f | 2025.12.12 17:00:02.732 | 67f | 63.5 | 67f |
|---|