EMA/MarketPrice: How to detect if a RIC's market is in Open/Closed state to determine if quote da...
...ta is stale stale
Hi!
We are using EMA/MarketPrice. How to detect if a RIC's market is in Open/Closed state to check if quote data is stale stale?
This is important because a bid or ask price/volume is assumed to be valid until modified by the next update message. The last quote's validity is unknown even after hours if we do not know if the RIC's market is closed or not,
Regards,
Yongguang
Tagged:
0
Best Answer
-
Hello @ygwtravel
Please be informed that there is no specific FID that indicates that the market is open. Each Exchange has its own behavior. I strongly suggest you contact the Content support team via https://my.refinitiv.com/ website to help you with the Exchange behavior.
Regarding the stale data, you can check from the Status message (OmmState)
- DataState represents validity of the Data - i.e. is the Data OK or is it Suspect (e.g. Stale)
- StreamState represents the state of the actual Data stream i.e. is the Stream still Open or has it been Closed, or is it Snapshot only (NonStreaming). So, for a Stale item you could have StreamState=OK, but DataState=Suspect
- StatusCode is qualifier which tries to provide a reason for the current State e.g. Source Unknown, NotAuthorized, TimeOut etc.
0
Categories
- All Categories
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 33 Data Model Discovery
- 682 Datastream
- 1.4K DSS
- 613 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 248 ETA
- 552 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.8K Refinitiv Data Platform
- 622 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 191 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 84 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛