NaN in Dom Object

API Developers
1

Hi @Alexander , today I was logged into to websocket and received an update for a DOM that included a NaN.
Here is the object:

{“d”:{“doms”:[{“bids”:[{“price”:16188.5,“size”:2},{“price”:16188.25,“size”:3},{“price”:16188.0,“size”:1},{“price”:16187.75,“size”:4},{“price”:16187.5,“size”:3},{“price”:16187.25,“size”:3},{“price”:16187.0,“size”:3},{“price”:16186.75,“size”:4},{“price”:16186.5,“size”:3},{“price”:16186.25,“size”:9}],“contractId”:2419021,“offers”:[{“price”:16189.75,“size”:1},{“price”:16190.0,“size”:3},{“price”:16190.25,“size”:2},{“price”:16190.5,“size”:5},{“price”:16190.75,“size”:5},{“price”:16191.0,“size”:6},{“price”:16191.25,“size”:5},{“price”:16191.5,“size”:15},{“price”:16191.75,“size”:5},{“price”:16192.0,“size”:10}],“timestamp”:“2021-12-15T20:17:22.004Z”},{“bids”:[{“price”:4682.25,“size”:28},{“price”:4682.0,“size”:63},{“price”:4681.75,“size”:44},{“price”:4681.5,“size”:54},{“price”:4681.25,“size”:35},{“price”:4681.0,“size”:50},{“price”:4680.75,“size”:48},{“price”:4680.5,“size”:63},{“price”:4680.25,“size”:85},{“price”:4680.0,“size”:86},{“price”:4679.75,“size”:48},{“price”:4679.5,“size”:70},{“price”:4679.25,“size”:90},{“price”:4679.0,“size”:96},{“price”:4678.75,“size”:86},{“price”:4678.5,“size”:97},{“price”:4678.25,“size”:75},{“price”:4678.0,“size”:93},{“price”:4677.75,“size”:89},{“price”:4677.5,“size”:85},{“price”:4677.25,“size”:87},{“price”:4677.0,“size”:85},{“price”:4676.75,“size”:91},{“price”:4676.5,“size”:94},{“price”:4676.25,“size”:89},{“price”:4676.0,“size”:95},{“price”:4675.75,“size”:78},{“price”:4675.5,“size”:332},{“price”:4675.25,“size”:64},{“price”:4675.0,“size”:78}],“contractId”:2419016,“offers”:[{“price”:4682.5,“size”:14},{“price”:4682.75,“size”:39},{“price”:4683.0,“size”:54},{“price”:4683.25,“size”:47},{“price”:4683.5,“size”:61},{“price”:4683.75,“size”:56},{“price”:4684.0,“size”:74},{“price”:4684.25,“size”:76},{“price”:4684.5,“size”:99},{“price”:4684.75,“size”:104},{“price”:4685.0,“size”:87},{“price”:4685.25,“size”:103},{“price”:4685.5,“size”:85},{“price”:4685.75,“size”:80},{“price”:4686.0,“size”:94},{“price”:4686.25,“size”:94},{“price”:4686.5,“size”:111},{“price”:4686.75,“size”:94},{“price”:4687.0,“size”:101},{“price”:4687.25,“size”:102},{“price”:4687.5,“size”:98},{“price”:4687.75,“size”:87},{“price”:4688.0,“size”:124},{“price”:4688.25,“size”:84},{“price”:4688.5,“size”:90},{“price”:4688.75,“size”:102},{“price”:4689.0,“size”:99},{“price”:4689.25,“size”:77},{“price”:“NaN”,“size”:0},{“price”:4689.75,“size”:84}],“timestamp”:“2021-12-15T20:17:22.003Z”}]},“e”:“md”}

How should I and my application interpret that data? Ignore it? act like its not there? Symbol is ESH2, the timestamp on the object is from the server.

2

This is the first NaN I’ve seen in DOM data. I wonder if anyone else has ever caught a NaN value in DOM data? If so please feel free to share.

It’s most likely a glitch from one of our data sources. Our market data servers probably couldn’t interpret whatever the glitch was, resulting in a weird object like this. The size appears to be zero as well, so if you ignore it your calculations shouldn’t be affected. I will also stress that this is not a standard case - you shouldn’t get NaN prices ever - but in the extremely rare case that you do, ignore the NaN-price object.

3

Hi Alex, thank you for the help. I also noticed that the object’s timestamp is nearly five min behind my PC’s timestamp so these were pushed very late. I have a .txt file with all the objects that had a NaN, feel free to let me know if you want me to get those to you somehow to help you investigate.