In RFA Trade update, is TRDPRC_1 the price for the trade? How about IRGPRC? Also in Refresh, I so...

chris.xiao
Explorer
in RFA
Best Answer
-
Refer RDMFieldDictionary file, TRDPRC_1 is last trade or value while IRGPRC is a cancelled, inserted, retransmitted or irregular price strategically to be used for "last ineligible" trades only. Therefore, their definitions are different.
TRDPRC_1 "LAST" 6 TRDPRC_2 PRICE 17 REAL64 7
!
! Last trade price or value.
!
...
IRGPRC "IRG PRICE" 372 NULL PRICE 17 REAL64 7
!
! A cancelled, inserted, retransmitted or irregular price. Strategically to be used
! for "last Ineligble" trades only.
!However, the definitions and usages can be different among exchanges or markets. You should contact the content team via Contact Us for confirmation. Otherwise, you can use a Thomson Reuters Data Model Discovery tool to explore TR data models, content definitions and data update behaviors.
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