SFC C++ API pre-indication

Is there any FID for pre-indication of how stocks will open in Japan?

Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @shchan

    I have contacted the content team to verify this question.

    SFC can connect to the data feed and retrieve real-time data. Therefore, we need to check with the content team to verify if there is a real-time field that can provide the requested information. The below is a response from the content team.

    I believe this is about Tokyo SE, Nagoya SE, Sapporo SE, and Fukuoka SE.
    Those exchanges start accepting orders from 8:00JST and match the orders on order books at market open time, 9:00JST then auction is started. Unfortunately, those exchange does not send any indicator for the start of the auction then there is no FID to indicate how open it.
    However, the open price is decided by order matching at 9:00JST, we can say that if the open price (FID763) is not blank, an auction is started for the stock.

    According to the response, there is no FID for pre-indication of how stocks will open in Japan. Therefore, SFC can't get this information.

    For more information, please directly contact the content support team via MyRefinitiv.