Hello!
I am implementing a service in Java in which I am taking time and sales/trade events data from the Historical Pricing API and taking only the relevant data from them, and I ran into some unknowns that I cannot find the answer for:
1. The API seems to give me all the trades, the off book ones as well. How exactly can I differentiate between them?
2. This question might be connected to the previous one, but I've seen that the qualifiers might be something I can use. Unfortunately, I cannot find a resource that also explains them all. I have found the ones from Tick History (the excels from their product page), but they don't include all the ones I get on the Historical Pricing API events. For example, for instrument IDTL.L I get qualifiers like (which is from an off book trade and not found in the LSE excel):
GBP[USER]
Or from a normal trade I get:
47P[MMT_CLASS]
3. If I have to use qualifiers to actually differentiate between the trades, will that mean I have to configure them for each market/exchange? Or is there a way to ask the api to do it for me that I have missed somehow? As from what I've seen in the Tick History excels regarding qualifiers, they are different based on exchanges.
Thank you and please feel free to ask any clarification questions!