Question on suffix for MBP keys

Question

For TSE MarketByPrice OMM, some MapEntry keys have the form -E (e.g. 1000.000B-E). These entries appear only in the Refresh, are never updated afterwards, and remain in the map for the session. Could you provide the documentation describing the semantics of the -E suffix and whether these entries are expected to be snapshot-only? We already know that some entries are suffixed for some standard reason (-O for bt/other volumes, -M for a market price) but it's a first time seeing that -E, and according to the people using our application, it's likely that those lines should not even be here…

Gaetan Vaysse · Answer

Thanks @Jirapongse for the feedback, what you said makes sense considering the state of that instrument at the time.

Jirapongse · Answer

@Gaetan Vaysse

Thank you for reaching out to us.

I checked and found that "-E" refers to "Market on Close (MOC) Orders." So a key like 1000.000B-E means: Bid-side Market on Close order aggregated at price 1000.000.

However, since this forum is intended for API, technical, and programming-related questions, I recommend contacting the content support team directly through LSEG Support to verify this information and its behavior.

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