Off book trade FIDs documentation, example symbol HSBA.L

chris.xiao

Using rfaj8.1.0.E2 subscribe HSBA.L, I got the following message for off book trade. However cannot find much info related to off book trade FID in either developer portal or Data Model Discovery for LSE. Please point me the right documentation explaining these FIDs.

[ 03:45:54:921 ] , --ItemManager event=121,event handle 2062044672 MsgModelType 6MESSAGE

Msg Type: MsgType.UPDATE_RESP

Msg Model Type: MARKET_PRICE

Indication Flags: DO_NOT_CONFLATE

Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM

SeqNum: 44270

RespTypeNum: 2 (TRADE)

Payload: 124 bytes

FIELD_LIST

FIELD_ENTRY 4109/OFFBK_PRC: 3.97786

FIELD_ENTRY 1028/GV1_DATE: 01 MAY 2020

Received field id: 14272 - Not defined in dictionary

FIELD_ENTRY 2381/GV1_CURRCY: GBP (826)

FIELD_ENTRY 6842/OFFBKSEQNO: 91967

FIELD_ENTRY 8643/OFFBKTRDID: 297161405490122816

FIELD_ENTRY 12840/ELIGBL_TRD: N (2)

Received field id: 14312 - Not defined in dictionary

FIELD_ENTRY 8537/OFFBK_CD_N:

FIELD_ENTRY 6582/TRVOLOFFBK: 2499

FIELD_ENTRY 1021/SEQNUM: 91967

FIELD_ENTRY 9302/PRE_DT191: 01 MAY 2020

FIELD_ENTRY 9065/OFBKTIM_MS: 27954801

FIELD_ENTRY 8582/MMT_CLASS: 45-------P----

FIELD_ENTRY 5304/OFFBK_DATE: 01 MAY 2020

zoya faberov

Hello @chris.xiao,

You are on the right track with Data Model Tool.

A a procedure, I would suggest:

1. Take a quick look at local RDMFieldDictionary in etc folder, it has a brief developer-oriented description that includes field type and length

2. Use Data Model Tool to have more context, to find whoch markets populate the specific field and what the meaning of it is.

3. If you require a more in-depth consultation on the content from Elektron, for a customer, the best way is to ask Refinitiv content experts directly. Open a case on Refinitiv Content Helpdesk, specify "Eelektron" and "I need help understanding content".

Please let us know if you are good to proceed, or if you like me to open a support case with content on your behalf?

chris.xiao

@zoya.farberov,

Helpdesk has since pointed to the following link:

https://refinitiv.fixspec.com/specserver/specs/elektron/emea/united-kingdom-london-stock-exchange-lse/6-1-5/1885-london-stock-exchange-lse-equities-etf-and-orb-ertequities

Values of FIDs 8582/MMT_CLASS and 8537 OFFBK_CD_N are not clearly defined. Though I am well versed in Fix protocol, the value meaning of MMT_CLASS is not so well defined in Fixmate.

zoya faberov

Hi @chris.xiao,

Thanks for keeping us posted.

I see "MMT(Market Model Typology) Classification of the Last Reported Trade, Cancellation or Amendment " and "Native sale condition code for off-book trades. " in Data Model Tool. Seems to be defined, but I am a developer, rather then a content expert, so not able to comment on clarity, please try to follow-up with Content helpdesk on further explanation if you don't feel these are clear?