Does RFA support trade condition and trade qualifier and quote qualifier?

chris.xiao
chris.xiao
in RFA

Our application needs to filter out trade that is from algo-engine. Is there a trade qualifier/condition field in trade event? We are currently interested only in USA and CA equity market.

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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hello @chris.xiao, RFA will pass on all the trade and price qualifier codes to the application.

    The relevant FIDs for that are:

    PRC_QL_CD  118  
    PRC_QL2    131  
    PRC_QL3    3264

    See enumtype.def for expansion of these codes. Like Umer mentioned, content helpdesk will be the correct place to get clarification on how exchange codes are mapped to the enumerated value.

Answers

  • umer.nalla
    umer.nalla

    Hi @chris.xiao

    The RFA API along with our other realtime APIs such as Elektron etc are 'content neutral'. They will deliver whatever data the service / feed provides to the API .

    The actual content and presence of the qualifiers etc will, therefore, depend on the originating vendor/venue and/or asset class of the instruments.

    Therefore, I recommend you create a Content type query with our Data Content helpdesk who will allocate the relevant specialist for your area of interest - who can then work with you to identify the relevant RICS / fields etc you need to consume using the RFA API.

    One thing to note is that if you are developing a new application using Java or C++ then I recommend you use the Elektron Message API (EMA) which is part of the Elektron SDK. It is much easier to learn, use and implement than RFA and is also our strategic API which will continue to receive new features and functions in the future - whereas RFA is now feature complete.

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