In Time and Sales report, how do we exclude "off book" records?

lim.yongyik
lim.yongyik Newcomer
in DSS

In the "Qualifiers" column in Time and Sales report, there are some entries which are Off Book Trades. How do we exclude this using the API ?

Qualifiers

S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];N [ELIGBL_TRD];Off Book Trades[USER];"SI "[TR_TRD_FLG];47------MP----[MMT_CLASS]

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @lim.yongyik

    Thank you for reaching out to us.

    I checked the TickHistoryTimeAndSalesCondition and could not find any parameters to exclude the "off book" records from the result. You can check all available parameters from the API Reference Tree.

    Therefore, you need to filter them from the resutls.

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