How to identify OPNE, CLOSE, AUCTION price for Trade?

mizanur.kazi
mizanur.kazi
in EMA

How to identify OPEN, CLOSE and AUCTION price while processing trade message?

We are missing OPEN, CLOSE, AUCTION price for many securities. Not able to find consistent condition code across all exchanges to derive this. If someone can guide us or provide some insight, would be great help.

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Best Answer

  • pimchaya.wongrukun01
    pimchaya.wongrukun01
    Answer ✓

    Hello @mizanur.kazi

    Return fields can vary depending on the exchange / instrument(security). EMA just passes data as it receives to the application. It is possible that when you run EMA application, the fields are not generated or the securities do not have these fields. I would suggest you reach out to the Refinitiv Helpdesk as they have data specialists who can provide the proper answers for this.

    One possible way to identify fields while processing trade message is using field id. You can find out field id (FID ID) of each field from <ElektronSDK Package>\Java\etc\RDMFieldDictionary . For example:

    //fieldList is from refreshMsg.payload().fieldList() 
    //or updateMsg.payload().fieldList()
                 for (FieldEntry fieldEntry : fieldList)
                 {
                        if (fieldEntry.fieldId()==FIDID_CLOSE)
                        {
                               //process fields close
                        }
                        else if(fieldEntry.fieldId()==FIDID_OPEN) 
                        {
                               //process fields open
                               
                        }
                        else if(fieldEntry.fieldId()==FIDID_AUCTN) 
                        {
                               //process fields AUCTION
                        }
                    ….
                 }

    Hope this help.

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