Tradin Status Websocket API

Alex Amat
Alex Amat
in WebSocket API

Exists any documentation about how to determine the trading status based on fields received via Websocket API?

If not, exists any docuemntaion about the field values for MKT_STATUS field?, I have reviewed enumtype.def file but it was not listed there (maybe because that file is for ETA)

I have also check that field TRD_STATUS is not updated when auctions strat or end.

Thank you.

Tagged:

Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hello @Alex Amat,

    What type of trading status are you interested in. There are a lot of fields which can convey such information and these fields are dependent on the asset class as well as trading venue. To start, you can look at Price Qualifier Code fields (PRC_QL_CODE, PRC_QL2, 3 etc) and their definitions in the enum type dictionary. Similarly there are INST_PHASE and MK_PHASE which present market and instrument trading phase details.

    For your specific asset class and venue, I would recommend that you reach out to the data content experts, who can help you identify the market conditions.

Categories