Which time field shows me a change in "BID", "ASK" or "TRDPRC_1"? Several time fields are sent in a

Juergen Burkart
Juergen Burkart
in TREP Infrastructure
Which time field shows me a change in "BID", "ASK" or "TRDPRC_1"? Several time fields are sent in a quote, which of these fields shows me when e.g. who changed BID, ASK or TRDPRC_1 ? As an example with the quote TSLA.O (on the Nasdaq)
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  • nick.zincone
    nick.zincone
    Answer ✓

    Hi @Juergen Burkart

    Subscribing to our market data services is usually the best way to view the list of fields that are associated with a quote and trade update - which I believe you already observed. I would suggest you reach out to the Refinitiv Helpdesk - they will likely involve a content specialist and provide these details.

    That being said, when subscribing to Nasdaq data, I observed the following:

    Quote Update

    • QUOTIM_MS (FID 3855) Time of best bid/ask quote update in milliseconds
    • QUOTIM (FID 1025) Quote time given in seconds.

    Trade Update

    The time and trade logic depends on the type of trade, for example, if the trade is LPE (Last Price Eligible). Some of the historical time fields include:

    • SALTIM_MS (FID 3854) Time of the last trade with precision in milliseconds
    • SALTIM (FID 379) Time of the last trade with precision in seconds
    • IRGTIM_MS (FID 9063) Time of correction in milliseconds
    • IRGTIM (FID 6695) The time of an irregular price update

    Note: The above descriptions are taken from the Data Dictionary.

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