Meaning of ACVOL_1 when no trade details are ever present.

Hi,

I'm looking at FX products (e.g., AUDTN=) on 2021-03-28 and 2021-03-29 and I've observed a couple of oddities:


1. I see GEN_VAL1 (FID: 996) and GEN_VAL2 (FID: 997), but, I do NOT see GV1_TEXT or GV2_TEXT to indicate what those values mean. Is this normal? How should I interpret these GEN_VALn fields?

2. I see ACVOL_1 but I never see any individual trade information. Where is the accumulated trade volume coming from?


Thanks!

Best Answer

  • chavalit-jintamalit
    Answer ✓

    Hi @jeremy.mayes

    This forum is not the best place to ask about content questions.
    For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.
    This forum is dedicated to things specific to the use of APIs.
    The moderators here do not have deep expertise in every type of content available through Eikon.
    The Refinitiv Content Helpdesk can be reached by calling the Helpdesk number in your country.
    Or at https://my.refinitiv.com/

Answers

  • Thanks. I'll file a helpdesk ticket instead.

  • Hi,

    I do think question (1) comes down to the proper way to use the API. I'm new to refinitiv and I've inherited some code that uses the API. Our code does not appear to grab a snapshot of the full image before listening for updates. What's the best way to structure the code to do this? Are there some good code samples on github?

  • @jeremy.mayes

    After requesting an item, if the item is valid, you will get a refresh message which contains all available fields. Then, if you request for streaming, you will get subsequent update messages. The subsequent update messages will contain only the updated fields.

    Therefore, if you don't see the GV1_TEXT or GV2_TEXT fields in the update messages, it should imply that the values are not changed.

    image

    The red texts indicate that there are updates for GEN_VAL1 and GEN_VAL2. Therefore, the values of GV1_TEXT and GV2_TEXT remains the same.