LAST PRICE

josa
josa
in EMA

Hi,

How do I get the last price of a RIC code using EMA API. Is the field TRDPRC_1? My message model is: "MMT_MARKET_PRICE" and servicename is "ELEKTRON_DD"

Regards,

JO

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello JO @josa,

    The content (set of fields) that is made available for an instrument, is defined by the provider of the instrument, for example, exchange. It does not depend on the API it's consumed with, for example, EMA.

    The definitions of the fields are available in a static dictionary file that came with SDK,

    within Elektron SDK, in folder /etc, please find static file RDMFieldDictionary. In it::

    TRDPRC_1   "LAST"                   6  TRDPRC_2    PRICE              17  REAL64           7 !
    ! Last trade price or value.

    A more comprehensive source of information of content is Data Model tool, look up TRDPRC_1 for the meaning of the field and which exchanges/model types populate it with content.

Answers

  • nick.zincone
    nick.zincone

    Hi @josa,

    Yes, the latest trading price during market hours for equities will be carried in the TRDPRC_1 field. However, outside trading hours, this field will likely be cleared at some point. But the HST_CLOSE field will carry the historical closing price.

  • josa
    josa

    Great. Thanks @zoya.farberov.

  • josa
    josa

    @nick.zincone.1, is there a generic fields for LAST price that is same for all asset classes (just like BID and ASK)?

  • nick.zincone
    nick.zincone

    @josa,

    I don't believe so. I would suggest you contact the Refinitiv Support desk to confirm. They are best suited to help with questions related to the content.

  • josa
    josa

    Thanks @nick.zincone.1. I will check.

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