Missing TRADE_DATE in Update Message

Nikita

Hello.

I am using EMA Market Price Domain to retrieve market data. Some update messages contain field TRADE_DATE, some update messages does not. Could you please help me to understand if it is related to the fact that Refinitiv aggregates data from different sources and not all of them may have TRADE_DATE?

In general, I am trying to get UTC timestamp of the trade. So I try to sum values of the fields TRDTIM_MS and TRADE_DATE in milliseconds to achieve this goal.

umer.nalla

Hi @Nikita

The UpdateTypeNum=10 indicates that this update is one with 'other filtering and conflation applied'.

I am not a content expert, so, it could be that because the TRADE_DATE hasn't changed since the last Refresh or Update Msg, it is not being sent out again OR it could be the filtering which is affecting this behaviour.

I will raise a ticket for you with the Content HelpDesk - who should be able to provide an informed answer. I will update the ticket number here presently.