Does ELEKTRON Market By Price data have trade information?

jzhao
jzhao Contributor

Hi,

we're subscribing to TSE (Tokyo Stock Exchange) via Reuters Elektron Market By Price book, with the hope of getting all quotes and trades. However, it looks like the messages don't include the trades. Can somebody clarify if we should have received trades information when subscribing to Reuter's Elektron via MarketByPrice? What else should we do then? thanks

Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @jzhao

    Market-By-Price is defined as a data model for the presentation of
    order book content in an aggregated fashion, where multiple orders can reside
    within a single ‘row’. This is in
    contrast to a Market-By-Order presentation of an order book, where each row is
    an individual order.

    Therefore, it will contain buy and sell orders and not actual trades.

    As mentioned by my colleague please consume streaming MarketPrice and it should provide trade information each time a trade takes place.

    If the above does not provide the information you require please contact our Data Content helpdesk for further guidance TR My Account - Contact Us

Answers