[AGGRS_SID1] field meaning in TRTH

milica.nikolic

1. How can i tell if a futures trade took place on the bid or the ask?
2. I see a field [AGGRS_SID1], and i notice that if it says BID, it looks like the trade took place on the ask price. Is that correct?
3. What does the field [AGGRS_SID1] mean?

Jirapongse

@milica.nikolic

Thank you for reaching out to us.

The definition of AGGRS_SID1 is:

AGGRS_SID1 "AGGRESSIVE ORD1"    12770  AGGRS_SID2  ENUMERATED    3 ( 5 )  ENUM      1
!
! An indicator to show the aggressive order condition for last trade
!

It is an eumerated field and the possible values are:

!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0      "     "   Undefined
      1      "BID  "   Aggressive order initiated from BID side
      2      "ASK  "   Aggressive order initiated from ASK side

For more information, please contact the content support team directly via MyRefinitiv. The support team can provide the meaning of this field according to the extracted RICs.

milica.nikolic

Thanks!

So, for example if aggressive order type = "BID " Aggressive order initiated from BID side, does it mean that the trade was transacted at the bid or the ask price?

Jirapongse

@milica.nikolic

As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.

milica.nikolic

Ok, thanks Jirapongse!