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

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In RFA Trade update, is TRDPRC_1 the price for the trade? How about IRGPRC? Also in Refresh, I some time see both TRDPRC_1 and IRGPRC exist, does mean there are two trades?
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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    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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