Does ELEKTRON Market By Price data have trade information?
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
-
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
0
Answers
-
Can you also try to subscribe to MarketPrice domain and check if this is the trade information you want?
0 -
Thanks Chavalit. we're subscribing MarketPrice for trades but we're wondering if we can get the same from level II data.
0 -
Thanks Umer for the clarification. We understand this is how Reuters' models work. The reasons for us to subscribe MarketByPrice is to get (TSE) opening and closing auction information. However aren't there some overlaps between MarketPrice and MarketByPrice regarding top of the book information? Normally, we expect level II data includes level I data so we don't need to double subscribe to consume bandwidth. thanks.
0 -
Hi @jzhao
I am not a Data/Content person - so I dont know if we have legacy format Top of Order Book RICs available in MarketPrice domain which may combine Top ten orders + trade information.
I recommend you contact our Content team using the above link and raise a Content query.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 249 ETA
- 554 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 643 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 192 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛