-
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?
-
Field(s) for futures condition codes
With all feed handlers I've worked on in the past there is a field (or fields) related to condition codes for trades on the futures sides. I thought the RT field for this was COND_CODE but I'm not seeing this in any of the futures prints that I'm looking at. Does anyone know what field(s) are used for futures condition…
-
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…
-
Accessing the market phase and status
Hi, I am performing TRTH v2 tick data extrfactio. I have trouble accesing the market phases (open/close/continuous) and market status (normal / halt). I've found part of the information in the Qualifiers content field, but not everything. Could someone clarify on this? Regards,
-
Quote and Trade Conditions
Is anyone able to point me to documentation on the quote and trade conditions for various exchanges? I have seen excel sheets for various exchanges that describes the conditions. Not sure if it is available on this website.
-
Does a Terms and Conditions Extraction Request Updated Field Exist?
Within DataScopeSelect's 'Extractions/Extract/TermsAndConditionsExtraction request, is there an option or place within the JSON to place a condition on when the record was updated to allow me to pull only recently updated records?
-
Instrument search conditions
Is there a documentation about instrument search conditions available? I have had a look at the DSS UI (see screenshot). In this example I would like to know that is condition to filter by strike price equal to a given value? I need the conditions strings to be used in the request body, like in this example:…