Why does Reuters market data (RFA v7) not provide auction prices for NAM markets?

Tejas Shah
Tejas Shah Newcomer
in RFA

Hi,

I am looking to read market status of instruments (Open, Auction, Closed) and also read indicative prices received from exchange during auction period.

Using FID 8927(INST_PHASE) or 118 (PRC_CD_QL) for getting status.

I observed that for NAM markets(XNYS, XNMS, XNGS,XNCM,XTSE), I get open and close phase notification on these FIDs but not "auction" phase. Also their content team responded that they dont support indicative prices on those exchanges.

I find it strange that they dont support auction status/price on biggest markets in the world. I feel something is missing.

Does anyone know any workaround for achieving this?

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Best Answer

  • pimchaya.wongrukun01
    pimchaya.wongrukun01 LSEG
    Answer ✓

    Hello @Tejas Shah

    RFA passes data as it receives from the feed. As the content team informed you that the feed does not provide auction prices for NAM markets. That means RFA cannot provide this data to you as well. There is no workaround for RFA side because it does not generate data; the feed generates data.

    I suggest you:

    A.Contact the feed(content team) to raise this as a data enhancement request.

    or

    B. Contact Thomson Reuters Account team who should be able to assist you to find another product which provides this data(if the product exists).

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