pu field set to -1 in USDM

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1

Hi,

We have observed a couple of instances where we got pu=-1 out of nowhere within the depthUpdate feed of USDM. What does this signify? And in this case, do we just reset order book by fetching snapshot again or can we ignore this -1 value and go ahead if ‘U’ and ‘u’ and greater than previous ‘u’?

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The "pu":-1 is usually related with a re-init, but as it’s not externally documented, can’t say I’m completely sure, although I would suggest your to rebuild the order book when you encounter it.

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