how to remove odd trade prices from the TRDPRC_1 (FID 6 )based on TR_TRD_FLG (FID13432)

Anthony Bauters
Anthony Bauters LSEG
in Elektron

How to remove odd trade prices from the PRIMEACT_1 (FID )based on TR_TRD_FLG (FID13432) based on Elektron API (RFA example)

Any filtering mechanism Exists ?

Odd prices mean like after hours the real time feed publishes also Derrivative prices.

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @Anthony Bauters,

    If I understand your question correctly, you are able to detect, which prices are odd, according to the value in field 13432 and you are asking how to filter the specific updates out?

    In this case, absolutely, in the client code, once you have detected such value, you can stop any further processing and discard the update, together with TRDPRC_1 field. This is the standard approach on any updates that are not required for processing by your application.

    If you are asking if you can filter those by means of the subscription request, never to receive the updates that are not relevant, the answer is no, the realtime streaming consumption via Elektron API suite or Refinitiv Robust Foundation API (RFA) can not be filtered based on value a field.

    Does this answer your question?

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