Can you complete Elektron Data Model with exchange specific qualifier values

msk
msk
in Elektron

Hello,

On some exchanges where standard fields like INST_PHASE are not available, I tried to use Elektron Data Model to see which field could provide an alternative.

Unfortunately the model does not describe the specific values for each RIC / Exchange.

For example, OMXS30M0, The market is open when PRC_QL_CD value is 0 and closed when it is 94.
And the instrument closing auction starts when IRGVAL=11 and finishes when IRGVAL=14.

Although these qualifiers are partially documented in TRTH, it would be great if they were described in Elektron Data Model.


Thanks,

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @msk

    You can directly contact the content support team via MyRefinitiv and ask for documents that describe the specific values for exchanges.


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