Quote and Trade Conditions for TSE

jzhao
jzhao Contributor
in Elektron

Hi,

We don't find the right interpretations of BID_COND_N/ASK_COND_N through Reuters ELEKTRON real-time feeds. By checking Specs for TSE(Tokyo Stock Exchange), for BID_COND_N, for example, has this details:

Native Condition code associated with the most recent
Bid.Possible Values are "O"" - Quote before opening,
""G"" - General quote, ""W"" - General
Quote (Buying-Up or Selling Down), ""S"" - Special quote,
""A"" - Continuous execution quote,
""X"" - Special quote before trading halt,
""B"" - Continuous execution quote before trading
halt."

However, in the feeds (say, for 1803.T), we have BID_COND_N=0 or 1 or 2.

Also, we dont find Trade conditions (for example, LSTSALCOND). Myabe there is none. We'd like to confirm. Please advise. thank you.

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Best Answer

  • Tim Smith
    Tim Smith LSEG
    Answer ✓

    Hi,

    Here are the qualifiers you will see go through the TONE fields. We are in the process of updating the information on our Data Dictionary as its obviously incorrect.


    Tim

    1) "0" (zero) - Quote before opening, update as "0".

    2) "1" - General quote, update as "1"

    3) "2" - General Quote (Buying-Up or Selling Down) as
    "2"

    4) "3" - Special quote, update as "3"

    5) "4" - Sequential Trade Quote, update as "4"

    6) "7" - Special quote before trading halt, update as
    "7"

    7) "8" - Sequential Trade Quote Before Trading Halt, update as
    "8"

    8) "5" or "6" - N/A (Not sent for Equities) ,
    do no process.

    9) Space - update as " "

Answers

  • Tim Smith
    Tim Smith LSEG

    Hi,

    Thats a good question. These particualar fields are native fields so we generally would pass through whatever has been sent by the feed. However while the specs may say one thing, the feed may transport the value differently so its possible the 1,0,2 etc represent one of the alpha codes you have put in your question.

    I will confirm with our development team and get back to you ASAP.

    Tim

  • jzhao
    jzhao Contributor

    Thank you Tim for the reply.

  • vrizov
    vrizov Explorer

    This is not an answer, but follow up question.

    @Tim Smith BID_TONE 345 and ASK_TONE 346, are still populated with above values, and can be used to determine Special Quote session?

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