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What is the source of the KOSPI ELIGBL_TRD field
For the Korea stock exchange, the KOSPI market and for equities, there is a field "ELIGBL_TRD" (FID: 12840) that reports whether the last trade can populate the open etc. What is the source of this field? Does it originate from the exchange, or is it a refinitiv enriched field based on another one, and if so what is the…
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refinitiv in excel
hi, I have created a formula for the last trade prices, but I can't make the interval show in seconds instead of minutes. Is there any way to do this? =@RHistory($A$2:$A$15,"TRDPRC_1.Timestamp;TRDPRC_1.Close;TRDPRC_1.Open","START:"&$C$3&" END:"&$D$3&" CODE:SEDOL INTERVAL:1M",,"TSREPEAT:NO CH:IN;Fd",D8)
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Is there an end of life date for PTFA (TOF trade adapter) v 1.9.6.2?
Is there an end of life date for PTFA (TOF trade adapter) v 1.9.6.2?
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MBO stream receiving MBO orders but not receiving Trades
Hi, We do receive MBO order data, when requesting for RICs under a chained RIC. However we do not receive any trade activity flowing in at all. We did wait for the end of trading day before making the analysis, so there should be some trades happening at least. Am I missing something? { "ID": 3, "Domain": "MarketByOrder",…
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Trade condition / type for Shanghai
I am getting marketdata for Shanghai using the RFA API but it seems that trades do not have any conditions / trade flags published on the trade updates. In the REFRESH_RSP I get: FIELD_ENTRY 13432/TR_TRD_FLG: OB (1) But any subsequent UPDATE_RESP does not have this field Is the flag only updated if it happens to change?
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Sequences of trades/quotes/market updates within the same nanosecond
I'm looking at both the refinitiv real time SDK and the CSV per-exchange data. I see a few cases where (on LSE) we see this sequence of events: market status - opening auction ...events trade (MMT class implies it's outside of opening auction) market status - normal trading The sequence of events as delivered to our…
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Trades - Realtime - RFA.NET Sample
Hello, Is there a Sample on how do we subscribe to Realtime trades (Domain - Request - Response) ? For example, I need to Subscribe to RIC: COMI.CA - Market Trades to receive below data: API: RFA.NET Service: ELEKTRON_DD Language: C# (.NET) Thanks,
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Determining UTC datetime from QUOTE_DATE/TRADE_DATE and QUOTIM/SALTIM
We use Refinitiv RTO data for global strategies, so we need last trade and quote times in UTC. The SALTIM and QUOTIM fields are in UTC, but unfortunately, the TRADE_DATE and QUOTE_DATE fields are not UTC. They represent the "trading date," so for exchanges that are open across UTC midnight, these date fields roll over…
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In CompositeExtractionRequest TRADEDATE is null for ISIN
Hallo All, I have below CompositeExtractionRequest extraction request where when requested for ISIN some values return with TRADE date and also values for rest of the field but some without any TRADE date and rest of the field also return nulls without ISIN. It returns values ony with Ric and Contributor Code. What is the…
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How to filter trade date for CompositeExtractionRequest
Hallo All, I have below CompositeExtractionRequest where i want to fetch the response on specific date based on trade date. So i want to get the data from 01.07.2022, 02.07.2022 and 06.07.2022 and i want to filter this with trade date. How to specify this filter in the extraction request ? requestHeaders = { "Prefer":…
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Getting started with Cash RFQ integration- what does the onboarding process look like?
What has to be done?
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how to change directory from home/jovyan to any directory of youe machine? cd command does not help
how to change directory from home/jovyan to any directory of youe machine? cd command does not help
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Datascope Rest API-Trade date is Null
Hi,When I requested SOFR TERM in the API, only the Trade date was NULL. Why is this? { "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult", "Contents": [ { "IdentifierType": "Ric", "Identifier": ".SR1M", "RIC": ".SR1M",…
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Trade Qualifier: Classification of trades in 2013
Hi, The trade qualifier in 2013 has no MMT classification. As such, I am wondering: How can trades be classified into Continuous Limit Order Book, Opening and Closing Call? Thanks in advance for any help!
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What are the meaning of the fields "SALTIM_MS", "QUOTIM_MS"
I saw the below link. https://raw.githubusercontent.com/Refinitiv/Real-Time-SDK/master/Java/etc/RDMFieldDictionary But I can't understand the difference between "SALTIM_MS" and "QUOTIM_MS". I find out that the "SALTIM_MS", "QUOTIM_MS" seems to be appeared together at each trade data. Can you explain these fields clearly??…
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How can I identify a Trade has undergone Corporate Action on Level1 Time Series Data especially for
How can I identify a Trade has undergone Corporate Action on Level1 Time Series Data especially for EQTY
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Trade halts testing
We have incorporated the trade halts code/logic to our application and we are trying to test the scenarios when the trade halt is active. But we are finding hard to produce the trade halt active scenario. I want check with you guys if you have any feedback/suggestions how to test this in test environment.
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trade bid and ask
Help with understanding. There are two examples. I need to understand trade by ask or bid I want to count VOL ACCUMULATED of ASK trade and VOL ACCUMULATED of BID trade. How do I correctly identify FID 178 (this is bid or ask)? the support service usually gives the FID dictionary, but I don't understand how it is correct to…
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Unable to retrieve stock prices before 2008 with get_time_series
I'm trying to build a database with the adjusted close prices for all the components of the Stoxx 600, from 2000 to 2020. But I only get data no earlier than 2008, even for those stocks that existed before that year (i.e. volkswagen). I'm using this code and getting the result below. adjusted_prices = [] for stock in…
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TR.Volume available but TR.AvgDailyVolume5D null?
For .FTFBMSCAP, the TR.Volume returns a value but TR.AvgDailyVolume5D getting null. TR.Turnover and TR.AvgDailyValTraded5D is unavailable too. Please help. Thank you
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Missing TRADE_DATE in Update Message
Hello. I am using EMA Market Price Domain to retrieve market data. Some update messages contain field TRADE_DATE, some update messages does not. Could you please help me to understand if it is related to the fact that Refinitiv aggregates data from different sources and not all of them may have TRADE_DATE? In general, I am…
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How to access trade flow data via API?
Hello, How am I able to access the Trade Flows data (specifically coal & iron ore) via an API? e.g. through Python or an ETL. And what API options are available? Thanks
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How do I derive trade info from level2 MBO?
Hi - I am working with L2 MBO from oslo equities exchange. Its been suggested to me that one can derive trade info from the MBO delete key action. For example if I recieve a "delete key F0" and that removes 1000@1.32 of liquidity from the BID side....can I generate a SELL1000@1.32? If each delete action in the MBO data…
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ROIC Data: DFO code vs. Eikon Code
Dear community, Historically when pulling ROIC data through Datastream we would use the code WC08376 for Worldscope Fundamentals. We were made aware that Worldscope is not available on the Eikon API. What is the best Eikon Code to get the standard definition of ROIC as described below: Return On Invested Capital All…
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Trade Date Conversion to Timestamp in Seconds
Hello, In our feeds from America, FID "TRADE_DATE" had value 1602734400 for "15 Oct 2020". This corresponded to GMT: Thursday, October 15, 2020 4:00:00 AM, or Thursday October 15, 2020 00:00:00 (am) EST. However TRADE_DATE of the same feeds from Hong Kong had 1602691200, which corresponded to GMT: Wednesday, October 14,…
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Pilot API is taking over 10 minutes to complete a case screening
Since 10:19 AM EST today I am noticing that case screening are taking >10 minutes to complete, and our processing is therefore timing out It is continuing to happen affected API server = rms-world-check-one-api-pilot.thomsonreuters.com
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API demo and Jar package to consume DTF/TOF data
Do we have any API demo and Jar package to consume DTF/TOF data
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Flags/time periods for suspended/auction trade
At a times we are observing huge price drops for some securities and investigating a reason. We want to investigate retroactively some particular example, is it possible to rtrieve data for Jun 18, for example? We suspect root cause of this could be suspended/auctioned trade. Is there are flag or other designation security…
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Cause of large disparities between Eikon Volume and Volume from other sources?
I have noticed on several occasions that the volume metrics (notably `TR.AvgDailyVolume10Day` and `TR.Volume`) reported on Eikon are significantly lower than other sources of this data. For example, TR.AvgDailyVolume10Day for GOOGL right now is 923,557, but this doesn't seem right, since yahoo finance and QA Direct both…
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Incorrect timestamps from MP feeds for Taiwan
Hello, We have been having timestamps problems on a few Taiwan RICs. Please see below snippet for 4132.TWO. This particular message came around 07:07:53 UTC (of 2020-05-26), however the TRdTIM_1 FID had 16:00:00.000000000. This kind of message with incorrect timestamp is very rare, but it does happen. Could you explain why…
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Where can I find values description of TR_TRD_FLG?
Hi all, I'm reading mexico-bolsa-mexicana-de-valores-bmv-3-0 spec and wondering about values of TR_TRD_FLG field. It is said: (Too many enums to display - check online), but I failed to find any. Could you please help?
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WebSocket API - understanding Conflation
Hi, Please confirm if the below understanding is correct - Websocket API operates with a 3 sec tradesafe conflation. This would mean quotes will be conflated i.e., API consumer will get 3 updates every second. Is this right? If so, when we get data every .333ms - are we receiving the latest bid/ask quote or the data will…
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How can I tell whether a user is using package DatastreamDSWS or PyDSWS if they don't know?
How can I tell whether a user is using package DatastreamDSWS or PyDSWS if they don't know?
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How to get trading volume from all venues for equity using DSWS?
Hi, I'd like to download trading volumes from all venues for Canadian equities. For example, for ticker name ACB, in Eikon API, if I specify the RIC = 'ACB.CCP', I will get the trading volume from all venues. In DSWS, however, specifying tickers = 'C:ACB' will give VO (trading volume) in TSX only. Thus, I was wondering if…
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How to identify a Quote vs Trade.
I am using EMA SDK for Java. Which field that I can use to differentiate if the update is a Quote/Trade? Let me know if there are any gotchas. By gotchas, I meant special cases where the handling needs to be special.
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List of possible values for FID 3132 IRGVAL
I am trying to define the trading phase of Nordic equity stocks (.CO / .ST) using the values coming in the IRGVAL field as other status-related fields are typically empty. Could you please help me with finding all possible values for this field and respective trading status? Equities Data Model (MP) does not contain this…
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Does RFA support trade condition and trade qualifier and quote qualifier?
Our application needs to filter out trade that is from algo-engine. Is there a trade qualifier/condition field in trade event? We are currently interested only in USA and CA equity market.
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What are the possible value of the field TR.INSTRUMENTTRADINGSTATUS
I am using the field TR.INSTRUMENTTRADINGSTATUS through EIKON API but as it returns only a number, i would like to know where I could find the description of this number.
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Australia Equties Trade Conditions
In trades we receive from ELEKTRON for Australia market for Equities, we saw many conditions that are delivered in FID GV4_TEXT. Some of the values for it are "S3XT", "XT", "SAXT", "L1XT", "C*STXT", etc., there are quite a few, probably around close to a hundred. We couldn't find any documentation about the meanings of…
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Dowloading Traded Volume using Python (Eikon API) - get_data
Hi, I'm trying to download the traded volume (accumulated volume) for bonds between two specific dates. In Excel, the syntax is : =TR(Bond Identifier,"TR.ACCUMULATEDVOLUME","Frq:W TRANSPOSE:YES CALCMETHOD:SUM SDate:05/23/19 EDate:05/30/19"). I'm trying this: TV, err = ek.get_data(Bond…