How to interpret the Qualifier field in the TRTH v2 VenueByDay files?

ankita.motiramani
ankita.motiramani
in TRTH

For the TR Tick data, after the upgrade to TRTH v2, the fields like Prc TTE Flag and Prc SubMkt Id from EBD TAS files are combined together to Qualifier field for Trade data in the Venue By Day files. I haven't seen any data in the Qualifier field so far. Can I get any examples for this field and a set of possible values for this field?

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Best Answer

  • warat.boonyanit
    warat.boonyanit
    Answer ✓

    Hi @ankita.motiramani

    For VBD, the Qualifier field format is:

    value[raw field name];value[raw field name];...

    For example:

    SWT[IRGCOND];NBL[PRC_QL2];C[NASDSTATUS]

    [IRG PRICE TYPE]: Regular + ISO + Form T
    [PRICE CODE 2]: non board lot
    [NASD STATUS]: closed market

Answers

  • ankita.motiramani
    ankita.motiramani

    Hi @warat B.,

    Thanks for the answer and the example.

    Additionally, could you tell me if there is a list of the translations for the "value" mnemonics, like in your example, NBL translates to non board lot?

  • ankita.motiramani
    ankita.motiramani

    Hi Warat,

    Thanks for the answer and the example.

    Additionally, could you tell me if there is a list of the "value" and its full form? like in your example, NBL translates to non board lot?

  • warat.boonyanit
    warat.boonyanit

    They are available here.

    Please note that it requires Thomson Reuters customer account, not the developer account that you use for this forum.

    Please contact your account team if you don't have one.

    Alternatively, you can download the real-time API SDK. There are files in \etc folder that have the list of all fields and their enum value.

  • ankita.motiramani
    ankita.motiramani

    Got it. Thanks.

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