how to interpret LSTSALCOND in Hong Kong Stock Exchange?

Yang Bai

like "LSTSALCOND":"0", "LSTSALCOND":"100", "LSTSALCOND":"104" and etc. What does these meaning?

roland.peters

Dear colleague/customer,

Data Model Discovery can provide venue field lists and field values for standardised enumerated fields. The value of "free" text entry fields, i.e. of the specification RMTES_STRING is exchange specific, i.e, is different from one to another exchange. Information about what possible values may exist can be obtained by contacting our help desk.

I have done that for your and got the following answer:

For the LSTSALCOND (#4756), we are
showing the native Trade Type value from Exchange feed directly. This
information does not show on HKEx website but matches Exchange Feed
Specification as follow.

TrdType
Description
Public Trade Type

(showing in HKEx website)


0
Automatch
normal (Public Trade Type <space>)
“ “


4
Late
Trade (Off-exchange previous day) (Public Trade Type “P”)
P


22
Non-direct
Off-Exchange Trade (Public Trade Type “M”)
M


100
Automatch
internalized (Public Trade Type “Y”)
Y


101
Direct off-exchange Trade (Public Trade Type “X”)
X


102
Odd-Lot Trade (Public Trade Type “D”)
D


103
Auction
Trade (Public Trade Type “U”)
U


104
Overseas
Trade

TrdType on left column is the in-feed
native value supported in LSTSALCOND (#4756);

Public Trade Type is the information
adopt for long, we would update it in ACT_FLAG1 (#975) and TRD_IND_1 (#4465).

Clients can also refer to HKEx website (link)
for further Trade Type description and elaboration.