URGENT: Field descriptions of Websocket Api data

dinos
dinos
in WebSocket API

Is there a description of the fields that the websocket API provides in its feed?

We are trying to figure out what all these mean as we are receiving pricing from markets that are closed (pre market and after market hours).

Trying to filter out pricing data

{ "PROD_PERM": 6562, "RDNDISPLAY": 64, "DSPLY_NAME": "THOMSON REUTERS", "RDN_EXCHID": "NYS", "TRDPRC_1": 39.71, "TRDPRC_2": 39.71, "TRDPRC_3": 39.7, "TRDPRC_4": 39.71, "TRDPRC_5": 39.7, "NETCHNG_1": -0.16, "HIGH_1": 39.82, "LOW_1": 39.48, "PRCTCK_1": "⇧", "CURRENCY": "USD", "TRADE_DATE": "2018-04-06", "TRDTIM_1": "15:37:00", "OPEN_PRC": 39.5, "HST_CLOSE": 39.87, "BID": 39.7, "BID_1": 39.7, "BID_2": 39.7, "ASK": 39.72, "ASK_1": 39.72, "ASK_2": 39.72, "NEWS": "YYYY", "NEWS_TIME": "10:57:36", "BIDSIZE": 8, "ASKSIZE": 8, "ACVOL_1": 115480, "EARNINGS": 1.5162, "YIELD": 3.4612, "PERATIO": 26.2965, "DIVIDENDTP": " ", "DIVPAYDATE": "2018-03-15", "EXDIVDATE": "2018-02-21", "CTS_QUAL": "MSW", "BLKCOUNT": 1, "BLKVOLUM": 20479, "TRD_UNITS": "6DP ", "PCTCHNG": -0.4013, "DJTIME": null, "CLOSE_BID": 39.87, "CLOSE_ASK": 39.88, "DIVIDEND": 1.38, "UPLIMIT": 43.45, "LOLIMIT": 35.55, "NUM_MOVES": 636, "OFFCL_CODE": "000884903105", "HSTCLSDATE": "2018-04-05", "YRHIGH": 48.6, "YRLOW": 38.22, "TURNOVER": null, "BOND_TYPE": null, "BCKGRNDPAG": null, "YCHIGH_IND": null, "YCLOW_IND": null, "CUM_EX_MKR": " ", "PRC_QL_CD": "R ", "PRC_QL2": " ", "TRDVOL_1": 100, "LOT_SIZE_A": 100, "RECORDTYPE": 113, "BID_MMID1": null, "ASK_MMID1": null, "OPTION_XID": "PABCEH", "YRHIGHDAT": "2017-10-17", "YRLOWDAT": "2018-03-28", "IRGPRC": 39.7, "IRGVOL": 20, "IRGCOND": "ODD", "TIMCOR": null, "INSPRC": null, "INSVOL": null, "INSCOND": null, "SALTIM": "15:37:14", "BCAST_REF": "TRI.TO", "OFF_CD_IND": "CUS", "GEN_VAL3": 43.45, "GEN_VAL4": 35.55, "GV1_TEXT": " ", "GV2_TEXT": "X", "GV3_TEXT": " ", "GV4_TEXT": " I", "SEQNUM": 498472, "PRNTYP": " ", "PRNTBCK": null, "QUOTIM": "15:37:31", "GV1_FLAG": " ", "GV2_FLAG": " ", "GV3_FLAG": " ", "GV4_FLAG": " ", "OFF_CD_IN2": null, "OFFC_CODE2": "MKNPTzBegXCA", "EXCHTIM": "15:37:14", "YRHI_IND": "Yr.High ", "YRLO_IND": "Yr.Low ", "PREF_DISP": 5752, "VOL_X_PRC1": 39.6576, "DSO_ID": null, "CLOSE_TIME": null, "ODD_VOLUME": 3407, "ADJUST_CLS": 39.87, "STOCK_TYPE": "A", "IMP_VOLT": null, "RDN_EXCHD2": "NYS", "YEAR_FCAST": "08I", "IRGVAL": 4, "LIST_MKT": "N", "PCT_ABNVOL": 0.4361, "BC_10_50K": 1, "BC_50_100K": null, "BC_100K": null, "PMA_50D": 40.285, "PMA_150D": 43.4143, "PMA_200D": 44.1181, "VMA_10D": 264812, "VMA_25D": 238154, "VMA_50D": 339041, "OPN_NETCH": -0.37, "PREV_DISP": 0, "PRC_QL3": "R ", "52WK_HIGH": 48.6, "52WK_LOW": 38.22, "MPV": "INT ", "OFF_CLOSE": null, "QUOTE_DATE": "2018-04-06", "VWAP": 39.6576, "PROV_SYMB": "TRI", "52W_HDAT": "2017-10-17", "52W_HIND": null, "52W_LDAT": "2018-03-28", "52W_LIND": null, "BID_ASK_DT": "2018-04-05", "CRSTRD_PRC": null, "MNEMONIC": "TRI", "LOLIMIT_2": null, "UPLIMIT_2": null, "PERIOD_CDE": null, "TRDTIM_MS": 56234366, "SALTIM_MS": 56234366, "QUOTIM_MS": 56251678, "TIMCOR_MS": null, "BLK_PRC1": 39.5, "OPN_AUCVOL": null, "CLS_AUCVOL": null, "PDTRDPRC": null, "PREDAYVOL": null, "PDTRDDATE": null, "SEQNUM_QT": 12463543, "FIN_STATUS": "N", "LS_SUBIND": " ", "IRG_SUBIND": " ", "TRADE_ID": "53017968850743", "MKT_STATUS": null, "TRD_TYPE": null, "IPO_PRC": null, "ODD_PRC": 39.7, "RCS_AS_CLA": " ", "IMB_ACT_TP": null, "IMB_SH": null, "IMB_SIDE": null, "IMB_TIM_MS": null, "TRD_THRU_X": "X", "IRG_TDTH_X": " ", "IRGDATE": "2018-04-06", "TURN_BLOCK": 808920.5, "DOM_EQ_ID": "MKNPTzBegXCA", "DOM_OPT_ID": "PWXYZ", "CUSIP_CD": "884903105", "LSTSALCOND": " F ", "IRGSALCOND": " I", "INSSALCOND": null, "THRESH_IND": "1", "CANCEL_IND": null, "RETRAN_IND": "1", "CONTEXT_ID": 1070, "IRG_TRDID": "53017902921778", "PRC_TICK": 0.01, "VWAP_VOL": 115480, "POST_PANEL": "08I", "IRG_SEQNO": 492570, "INS_SEQNO": null, "OFF_CL_TIM": null, "DDS_DSO_ID": 8357, "SPS_SP_RIC": ".[SPS23SNJL1", "SETL_TYPE": "NRM", "BOOK_STATE": "N", "HALT_REASN": null, "SH_SAL_RES": "N", "BID_COND_N": "R", "ASK_COND_N": "R", "CAN_PRC": null, "CAN_VOL": null, "CAN_COND": null, "CAN_COND_N": null, "CAN_TRD_ID": null, "REPORT_VOL": 115480, "TRD_STATUS": null, "HALT_RSN": " ", "CTRDTIM_MS": null, "CTRDTIM": null, "INSTRD_TIM": null, "OFF_CLS_DT": null, "CAN_DATE": null, "INSTRD_DT": null, "PD_SEQNO": null, "BLKTRDVOL": 20479, "PDACVOL": null, "AC_VOL_CRS": 0, "ODD_TRDVOL": 20, "CAN_SEQNO": null, "ELG_NUMMOV": 514, "BLK_SEQNO": 2407, "ODD_SEQNO": 492570, "CRS_SEQNO": null, "CRS_TRDVOL": null, "CRS_NUMOV": null, "AC_TRN_CRS": null, "SEE_RIC": null, "BCASTREF32": null, "QTE_ORIGIN": " ", "CAN_TDTH_X": null, "CAN_SUBIND": null, "PD_TDTH_X": null, "PD_SUBIND": null, "INS_TDTH_X": null, "INS_SUBIND": null, "XMIC_CODE": "XNYS", "CRSSALCOND": null, "PD_SALCOND": null, "RCS_AS_CL2": null, "PD_TRDID": null, "PERIOD_CD2": null, "INS_TRDID": null, "BLK_TRDID": "52983642797361", "CRS_TRDID": null, "ODD_TRDID": "53017902921778", "REG_PILOT": null, "INST_PHASE": null, "RETAIL_INT": "B ", "LIMIT_IND2": "LMT", "LIMIT_INDQ": " ", "MK_STATUS": null, "LULD_TM_MS": 56250021, "INSTIM_MS": null, "IRGTIM_MS": 56119022, "PRE_013_MS": null, "BLK_DATE": "2018-04-06", "CRS_DATE": null, "ODD_DATE": "2018-04-06", "LMT_REFPR2": null, "PRERL1348": null, "ODDSALCOND": " I", "BLKSALCOND": " O ", "SECUR_ST": "F", "DTRS_IND": null, "IVOC_IND": null, "BLK_FLAG": null, "VWAP_FLAG": null, "CAN_TERMS": null, "NBBO_IND": "4 ", "TEST_MSG": null, "STATUS_IND": null, "HELD_T_IND": " ", "PRE_2ET262": null, "PRE_2ET263": null, "BLKTIM_MS": "13:30:00.908", "PDTRDTM_MS": null, "ORDRECV_MS": "15:37:31.678", "TRDRECV_MS": "15:37:14.366", "ORDREC2_MS": null, "TRDREC2_MS": null, "CRSTIM_MS": null, "ODDTIM_MS": "15:35:19.022", "HALT_TM_MS": null, "OFF_CLS_MS": null, "CNTX_VER_N": null, "DM_TYPE": null, "ELG_ACVOL": 112073, "ELG_TNOV": 4444393.91, "ODDTRN_UNS": 135268.085, "TRNOVR_UNS": 4579661.995, "ACVOL_UNS": 115480 }

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Best Answer

  • umer.nalla
    umer.nalla
    Answer ✓

    Hi @dinos

    You can access brief field descriptions + definitions in the RDMFieldDictionary file which is provide with most of our realtime APIs. So, you could download the e.g. the RTSDK Java and when you unpack the files, navigate into the java\etc folder when you will find the RDMFieldDictionary and enumtype.def files.

    The RDMFieldDictionary defines all the fields available on the Elektron Feed.

    The enumtype.def defines the enumeration values for the enum type fields defined in the RDMFieldDictionary file.

    A sample entry from the RDMFieldDictionary file:

    OPEN_PRC "OPENING PRICE" 19 NULL PRICE 17 REAL64 7 ! Today's opening price or value. The source of this field depends upon the market and instrument type.

    So, in the above, the 5th column indicates a PRICE type field along with a basic description of its usage.

    Many of the price type fields usage depend on the source market / asset class - if you require further information on any specific fields, I recommend you raise a Content type ticket via the MyRefinitiv product support page

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