RFA EU composite volume

han.sg
han.sg Newcomer
in RFA

Hi,

I am using RFA .Net to get live data. I have a few questions regard of EU composite data.

1. If we use PrimaryRic in RFA, is there any FIDs for EU composite volume?

2. If we use EU Composite RICs: eg LHAGEUR.xbo (stock ticker + currency code + ".xbo"), then the FID for TRDVOL_1(FID = 178) is this volume aggregated cross exchanges?

3. For EU composite ric FID: I checked on

https://refinitiv.fixspec.com/stack/specs/elektron/emea/europe-mifid-composite/3-0-1/2296-mifid-composite-xbo-quote-rics-erttrade-reporting,

There is no accumulate volume: ACVOL_1 (FID = 32). Do we need to re-compute accumulate volume by ourselves?

Thanks,

Han

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Best Answer

  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1 LSEG
    Answer ✓

    @han.sg

    I would suggest you open a content support case via my.refinitiv.com. The content specialist team can help you double-check the fids and data specifications for EU composite data. The team should be able to confirm if you can use another fid to get the data or not.

    Sorry for this inconvenience.


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