Tick history qualifiers pre-MMT

Niklas Landsberg
Niklas Landsberg
in TRTH

Hi,

My question relates to the qualifiers in tick history. In the recent years, the qualifiers have a MMT_Class which helps to further classify the trade, e.g. 12 stands for continuous limit order book.

However, going back to e.g. 2013 these qualifiers do not have the MMT_Class and are less rich in information.

Now I was wondering if and how there is a way to classify these trades as, e.g. opening/ closing call, continuous limit order book etc.

Any support and hint is highly appreciated.

Attached a print of tick history showing the qualifier column for clarification.

picture.jpg

Tagged:

Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hello @Niklas Landsberg ,

    As your question is about Refnitiv content, it is best to run your question by Refinitiv content experts. As a customer, you can engage with Refinitiv content experts directly, by submitting question via Refinitiv Helpdesk Online -> Content -> Tick History, to be connected with a relevant Refinitiv content expert team.

    The majority of the members of this forum are Refinitiv API developers, the moderators are Refinitiv API experts, and do not have in-depth expertise in the many types of Refinitiv content.

    For this question, I have opened case #11225131 on your behalf, please expect to be reached out via email address you have registered with on developer portal, shortly.

Answers

Categories