How is TR.BLOCKTRADEVOLUME field value determined?

Paul Levin
Paul Levin
in Eikon Data APIs

How exactly is TR.BLOCKTRADEVOLUME value determined?

Is is determined using some sort of heuristic (e.g., all trades with value greater than $100,000 and quantity greater than 10,000 and same broker on both sides of the trade)?

Or is it based on certain trade marker (e.g., trade has to be marked as intentional or unintentional cross)?

Thanks,

Paul

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    Hi @Paul Levin,

    This forum is aimed at software developers using Thomson Reuters APIs. Your question is not API specific. The best resource for content explanation questions such as yours is Thomson Reuters Helpdesk, which you can reach by calling the Helpdesk phone number in your country or by using Contact Us capability in Eikon.
    I raised a service request on your behalf with Thomson Reuters Helpdesk and forwarded your question. You should expect that Thomson Reuters Support will contact you with the answer or any clarifications they may need.

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