TRTHv1 Qualifier in TimeAndSales/Trade for NSQ and NYQ

Hillman Li
Hillman Li Newcomer
in TRTH

I am working in TRTHv1 Trade data for NSQ and NYQ and have problems in interpreting the Qualifiers field. Specifically, the qualifier changes to use GV1_TEXT from 8 May 2009. Prior to that it is INSCOND and others. We do not want to deal with two different set of trade qualifiers. Is there any consistent trade qualifier in v1 or v2?

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Best Answer

  • Gideon.Gransaull
    Gideon.Gransaull LSEG
    Answer ✓

    You will have to refer to the specific qualifies
    that were used for the specific time period. Unfortunately, there is no single
    consistent trade qualifier for the entire life of the instrument. You will have
    to use different set of trade qualifiers.

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