what do categorisation of trades means in TimeAndSales template ?

i.lucas

I guess OB is Order Book, AU = auction , but for the other values... RX ? OH? PA?

thank you for your help

Jirapongse

@i.lucas

I found this information on the TAS Help page.

i.lucas

thank you!! that is perfect!

Jirapongse

Trade Flag Description
"OB " Order Book
"OH " Order Book - Hidden
"AU " Auction Trades
"DK " Dark order book trades
"RX " Real time On exchange reported trades
"DX " Delayed On exchange reported trades
"RO " Real time Off Exchange (OTC)
"DO " Delayed Off Exchange (OTC)
"NA " Non-Trade
"OT " Other
"PA " Periodic Auction Trade (typically operating alongside continuous and distinct from other auctions)
"SI " Real Time Systematic Internaliser (SI) Trade
"SD " Delayed Systematic Internaliser (SI) Trade

wei.gang

Hi, Could you please share the TAS Help page for this info? Thanks

Unknown

Many thanks to you! That is just wonderful!

https://community.developers.refinitiv.com/questions/57319/what-do-categorisation-of-trades-backrooms-means-in-timeands.html