What is the actual meaning of the integer return updateTypeNum in UpdateMsg Class?

samuel.yan

What is the actual meaning of the integer return updateTypeNum in UpdateMsg Class?

INSTRUMENT_UPDATE_UNSPECIFIED=0

INSTRUMENT_UPDATE_QUOTE=1

INSTRUMENT_UPDATE_TRADE=2

INSTRUMENT_UPDATE_NEWS_ALERT=3

INSTRUMENT_UPDATE_VOLUME_ALERT=4

INSTRUMENT_UPDATE_ORDER_INDICATION=5

INSTRUMENT_UPDATE_CLOSING_RUN=6

INSTRUMENT_UPDATE_CORRECTION=7

INSTRUMENT_UPDATE_MARKET_DIGEST=8

INSTRUMENT_UPDATE_QUOTES_TRADE=9

INSTRUMENT_UPDATE_MULTIPLE=10

INSTRUMENT_UPDATE_VERIFY=11

If I want to capture the traded event, only capture the updateTypeNum =2 with FID = 6, is it correct?

Thanks,

Sam

moragodkrit.chumsri_1

@samuel.yan

Not sure about API you are using. But there are some informations about the meaning of Instrument Update from RFA Reference Manual (.html file) which provided in <RFA Install folder>\Docs\refman\rfa\a00363.html

-INSTRUMENT_UPDATE_UNSPECIFIED=0 
Not specified. Data Feed/Provider not specified the type. 

-INSTRUMENT_UPDATE_QUOTE=1 
The update is Quote 

-INSTRUMENT_UPDATE_TRADE=2 
The update is Trade

-INSTRUMENT_UPDATE_NEWS_ALERT=3 
The update is News Alert 

-INSTRUMENT_UPDATE_VOLUME_ALERT=4 
The update is Volume Alert 

-INSTRUMENT_UPDATE_ORDER_INDICATION=5 
The update is Order Indication 

-INSTRUMENT_UPDATE_CLOSING_RUN=6 
The update is Closing Run 

-INSTRUMENT_UPDATE_CORRECTION=7 
The update is Correction 

-INSTRUMENT_UPDATE_MARKET_DIGEST=8 
The update is Official information from the exchange 

-INSTRUMENT_UPDATE_QUOTES_TRADE=9 
One or more conflated quotes followed by a trade 

-INSTRUMENT_UPDATE_MULTIPLE=10 
Update with other filtering and conflation applied 

-INSTRUMENT_UPDATE_VERIFY=11 
Fields may have changed 

As far as I understand if you want to capture trade, normally you have to check the updateTypeNum=2 and get trade price from FID 6 but for some exchange it might use other FID to represent trade price. Please check with data support if you can not get it from FID 6.