TRTH v2 trade qualifiers in a TimeAndSales request

thomas77

I am sending some time and sales request with the following fields "Trade - Price", "Trade - Volume", "Trade - Qualifiers" for european stock markets and trying to exploit the "Trade - Qualifiers" field.

I understand that qualifiers are separated by a semicolon chatacter (';').

But it happens that the "Trade - Qualifiers" field is also sometimes surrounded by quotes :

" [PRC_QL2];[ACT_FLAG1]"

Is there a special reason for this ?

Thanks for your help.

Jirapongse

Typically, CSV file uses quotation marks to wrap a string that has special characters. In this scenario, they are space characters before [PRC_QL2]. From my test, if [PRC_QL2] has a value, it will not have quotation marks.

WPG.L,Market Price,2017-08-16T15:58:05.879763642Z,+1,Trade,425.7974,150000,Bid[PRC_QL2];Y[GV1_FLAG];[GV6_TEXT];OY[CONDCODE_1];159990125179265088[GEN_TEXT16];159990125179265088[TRADE_ID];O[ACT_FLAG1]

The above result shows that the value of [PRC_QL2] is Bid.

However, if the value [PRC_QL2] is blank, it will have quotation marks, as shown below.

WTB.L,Market Price,2017-08-16T16:06:23.449414313Z,+1,Trade,3858.80545,646,"   [PRC_QL2];Y[GV1_FLAG];[GV6_TEXT];NY[CONDCODE_1];436446769893224560[GEN_TEXT16];436446769893224560[TRADE_ID];N[ACT_FLAG1]"

The blank value is equivalent to "normal market or not allocated" in data dictionary.

!
! ACRONYM    FID
! -------    ---
!
PRC_QL2      131
!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0        "   "   normal market or not allocated
      1        "ASK"   ask price, German and Luxembourg qualifier
      2        "B* "   Sellers, small amounts could not be traded
      3        "SWL"   Market Sweep + Sold Last
      4        "OSL"   Opened + Sold Last
      5        "BID"   bid price, German and Luxembourg qualifier