How would I get a trading state of a book?
Hi all,
I am using `TRTH`s Historical Market Depth API endpoint to retrieve some depth information about ES options, but I would like to know whether the quotes are in OPEN, CLOSED or AUCTION trading state for example. Is that possible and how would one get that information?
Cheers
0
Best Answer
-
Hello @ivan.lovrencic
Case 11820000 is closed with the following resolution
The Auction data is available in the 'Trade' data. In order to differentiate the Auction (Both Open and closed) data, it is highlighted with Qualifiers. In other words, there are no theoretical auction prices, and the auction trades are identified with the help of trade qualifiers.
The Qualifier <6[LSTSALCOND]> defines the Closing Auction and the <O[LSTSALCOND]> defines the Opening Auction.
Having this further discussed with our data expertise, currently, we do not have an indication of Auction Trade. We have Market Condition type with Qualifiers OQ [PRC_QL_CD];OQ [PRC_QL2] indicating for Open Auction and CQ [PRC_QL_CD];CQ [PRC_QL2] for Closing Auction.
The qualifiers with Theoretical or Indicative Trades are theoretical trade during the open auction and close auction; these are Simulated trade price and volume updates in every 5 seconds during the opening auction session (00:30-01:00 GMT) and closing auction section (05:25-05:30 GMT).0
Answers
-
Hello @ivan.lovrencic ,
As you are looking to identify and request specific content within RTH, this requires specific content expertise, and this forum is not the best place to address the question.
We strive to help:
A content support case #11820000 has been opened on your behalf, please expect our support expert to reach out to you via email shortly.
-AHS
1
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛