Market open notification

kenny.ma
kenny.ma Newcomer
in TREP APIs

I want to know when an exchange is open. Is there an exchange-level event that indicates an exchange is open for trading? If not, is there one at the security level? Can you let me know the message type (e.g msg_type, field and enum value) for this type of event?

Thank you.

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    I don't think that we have RICs for exchanges.

    Therefore, it should be available at the security level RIC. From the enumtype.def file, there are several enumeration fields which contain "Market Open" enumeration. For example:

    PRC_QL_CD  "PRICE CODE"           118  NULL        ENUMERATED    3 ( 3 )  ENUM             1
    !
    ! Price qualifier code for equities, bonds, and options, generally related to the 
    ! quote price.
    !


    DH_MKT_ST  "DATA HLTH M/STT"     1386  NULL        ENUMERATED    3 ( 7 )  ENUM             1
    !
    ! Data Health market status indicator.
    !


    PRC_QL3    "PRICE QUALIFIER 3"   3264  NULL        ENUMERATED    5 ( 3 )  ENUM             2
    !
    ! Extended Price Qualifier FID generally related to the quote price.
    !

    However, its usage depends on exchanges.

    You should directly contact content team via Contact Us and ask for the available field in the exchange that can be used to indicate market activities. 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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