How is a trade reported in ETA?

ayan@jump
ayan@jump
in ETA

which fields indicate an update is published for a trade, or an aggregated trade?

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Best Answer

  • umer.nalla
    umer.nalla
    Answer ✓

    Hi @ayan@jump

    Our realtime APIs such as ETA, EMA are content 'agnostic' - they will just pass on what they receive from the feed / originating exchange.

    For content type queries, I recommend you contact the helpdesk and raise a Content query - so a specialist can assist you. I recommend you include details of the exchange, asset class and some example RICs in the query - so it gets directed to the correct specialist.

Answers

  • ayan@jump
    ayan@jump

    I am wondering if there is a general/consistent way to detect a trade from the ETA message stream.

  • umer.nalla
    umer.nalla

    Hi @ayan@jump

    The Refinitiv Elektron Feed carries in excess of 50 million instruments covering a range of asset classes from multiple sources / exchanges etc.

    Therefore, your best approach would be to contact the helpdesk so they can best advise you based on your asset class and exchanges of interest.

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