getting value in TRADE_DATE without value in TRDPRC_1.
I tried this for the ticker "AEGN.DE".
What does TRADE_DATE means without TRADE PRICE ?
@Bhimrao.Ghule
I am not sure when you subscribed to this RIC and got this data.
From my checking, the TRDPRC_1 field has been set to <blank data> due to the closing run on 2021-06-09T02:35:01.045925761Z GMT. The closing run message also updated the HST_CLOSE, ADJUST_CLS, and HSTCLSDATE fields.
/AEGN.DE,Market Price,2021-06-09T02:35:01.045925761Z,+2,Raw,UPDATE,CLOSING_RUN,,,,4018,,3070,,183,,,,FID,25,,ASK,,,,,,FID,31,,ASKSIZE,,......,,,,FID,6,,TRDPRC_1,,,,,,FID,730,,BEST_BSIZ1,,...,,,,FID,21,,HST_CLOSE,3.777,...,,,,FID,1465,,ADJUST_CLS,3.777,..,,,,FID,79,,HSTCLSDATE,2021-06-08,..
However, the value of TRADE_DATE was still the same which is 2021-06-08. I assume the TRADE_DATE field will be updated when there is the first trade on 2021-06-09.
Therefore, if you subscribed to this RIC after 2021-06-09T02:35:01.045925761Z (the closing run) but before the first trade on 2021-06-09, you will get the refresh message which contains <blank data> in the TRDPRC_1 and "2021-06-08" in the TRADE_DATE.
However, you can directly contact the content support team via MyRefinitiv to verify it.
Typically, the TRADE_DATE field is in the refresh message.
If you don't see the TRADE_DATE in the update message, it means the value is still the same.
For example, the refresh message contains the following fields.
FieldList FieldListNum="2" DictionaryId="1" FieldEntry fid="1" name="PROD_PERM" dataType="UInt" value="9573" FieldEntry fid="2" name="RDNDISPLAY" dataType="UInt" value="142" FieldEntry fid="3" name="DSPLY_NAME" dataType="Rmtes" value="PTT/d" FieldEntry fid="4" name="RDN_EXCHID" dataType="Enum" value="158" FieldEntry fid="5" name="TIMACT" dataType="Time" value="08:16:02:000:000:000" FieldEntry fid="6" name="TRDPRC_1" dataType="Real" value="41.00" FieldEntry fid="7" name="TRDPRC_2" dataType="Real" value="41.00" FieldEntry fid="8" name="TRDPRC_3" dataType="Real" value="41.00" FieldEntry fid="9" name="TRDPRC_4" dataType="Real" value="41.00" FieldEntry fid="10" name="TRDPRC_5" dataType="Real" value="41.00" FieldEntry fid="11" name="NETCHNG_1" dataType="Real" value="0.50" FieldEntry fid="12" name="HIGH_1" dataType="Real" value="41.25" FieldEntry fid="13" name="LOW_1" dataType="Real" value="40.75" FieldEntry fid="14" name="PRCTCK_1" dataType="Enum" value="1" FieldEntry fid="15" name="CURRENCY" dataType="Enum" value="764" FieldEntry fid="16" name="TRADE_DATE" dataType="Date" value="09 JUN 2021"
The TRADE_DATE in the refresh message is "09 JUN 2021".
Then, the update message has the following fields without TRADE_DATE:
FieldList FieldEntry fid="22" name="BID" dataType="Real" value="40.75" FieldEntry fid="436" name="BEST_BID1" dataType="Real" value="40.75" FieldEntry fid="30" name="BIDSIZE" dataType="Real" value="5878400" FieldEntry fid="730" name="BEST_BSIZ1" dataType="Real" value="5878400" FieldEntry fid="3855" name="QUOTIM_MS" dataType="UInt" value="29851977" FieldEntry fid="1025" name="QUOTIM" dataType="Time" value="08:17:31:000:000:000" FieldEntry fid="5" name="TIMACT" dataType="Time" value="08:17:32:000:000:000" FieldEntry fid="1067" name="EXCHTIM" dataType="Time" value="08:17:31:000:000:000" FieldEntry fid="6" name="TRDPRC_1" dataType="Real" value="41.00" FieldEntry fid="11" name="NETCHNG_1" dataType="Real" value="0.50" FieldEntry fid="14" name="PRCTCK_1" dataType="Enum" value="1" FieldEntry fid="18" name="TRDTIM_1" dataType="Time" value="08:17:31:000:000:000" FieldEntry fid="25" name="ASK" dataType="Real" value="41.00" FieldEntry fid="31" name="ASKSIZE" dataType="Real" value="5064500" FieldEntry fid="32" name="ACVOL_1" dataType="Real" value="26142800" FieldEntry fid="56" name="PCTCHNG" dataType="Real" value="1.23" FieldEntry fid="77" name="NUM_MOVES" dataType="Real" value="2382" FieldEntry fid="100" name="TURNOVER" dataType="Real" value="1070989.825" FieldEntry fid="178" name="TRDVOL_1" dataType="Real" value="100" FieldEntry fid="374" name="IRGCOND" dataType="Enum" value="0"
It means that the value of TRADE_DATE hasn't been changed, it is still "09 JUN 2021".
You will see the TRADE_DATE field in the update message when its value has been changed.
@Jirapongse : I think, we misunderstood something here.
I agreed that, we can have only trade price(TRDPRC_1) without TRADE_DATE as DATE has not been changed. but still I did not understand TRADE_DATE without TRDPRC_1.
Does it mean that price has not been changes, but date is changed ?
/Bhimrao.
Can you provide the value in TRADE_DATE and time with timezone when the problem occurred? I would like to verify it.
I got below message for AEGN.DE delayed value.
PROD_PERM 4018
RDNDISPLAY 116
DSPLY_NAME AEGON/d
RDN_EXCHID GER(202)
TIMACT <blank data>
TRDPRC_1 <blank data>
TRDPRC_2 <blank data>
TRDPRC_3 <blank data>
TRDPRC_4 <blank data>
TRDPRC_5 <blank data>
NETCHNG_1 <blank data>
HIGH_1 <blank data>
LOW_1 <blank data>
PRCTCK_1 <blank data>
CURRENCY EUR(978)
TRADE_DATE 08 JUN 2021
ACTIV_DATE 08 JUN 2021
TRDTIM_1 15:35:45:000:000:000
OPEN_PRC <blank data>
HST_CLOSE 3.7770
BID <blank data>
ASK <blank data>
NEWS YYYY
NEWS_TIME 18:47:50:000:000:000
BIDSIZE <blank data>
ASKSIZE <blank data>
ACVOL_1 <blank data>
EARNINGS 0.14
YIELD 3.177
PERATIO 27.08
DIVIDENDTP OD(22)
DIVPAYDATE 07 JUL 2021
EXDIVDATE 07 JUN 2021
TRD_UNITS 4DP (4)
LOT_SIZE 1
PCTCHNG <blank data>
CLOSE_BID 3.7690
CLOSE_ASK 3.9980
DIVIDEND 0.12
UPLIMIT <blank data>
LOLIMIT <blank data>
NUM_MOVES <blank data>
OFFCL_CODE A0JL2Y
HSTCLSDATE 08 JUN 2021
YRHIGH 4.3040
YRLOW 1.9970
EPYHSTCLOS 3.2440
TURNOVER <blank data>
YCHIGH_IND <blank data>
YCLOW_IND <blank data>
CUM_EX_MKR <blank data>
PRC_QL_CD <blank data>
PRC_QL2 D15(164)
MID_PRICE <blank data>
TRDVOL_1 <blank data>
NO_BUYERS <blank data>
NO_SELLERS <blank data>
LOT_SIZE_A 1.0000
RECORDTYPE 113
HIGH_TIME <blank data>
LOW_TIME <blank data>
BID_TONE <blank data>
ASK_TONE <blank data>
YRHIGHDAT 10 MAR 2021
YRLOWDAT 24 SEP 2020
IRGPRC <blank data>
IRGVOL <blank data>
IRGCOND <blank data>
TIMCOR <blank data>
SALTIM <blank data>
TNOVER_SC x1000(4)
BCAST_REF AEGN.AS
BEST_BSIZ1 <blank data>
BEST_ASIZ1 <blank data>
LONGLINK1 <blank data>
LONGLINK2 <blank data>
OFF_CD_IND WRT(29)
HST_CLOSE2 <blank data>
BKGD_REF ****
ACT_FLAG1 <blank data>
ACT_FLAG2 <blank data>
ACT_FLAG3 <blank data>
ACT_FLAG4 <blank data>
ACT_FLAG5 <blank data>
GEN_VAL1 <blank data>
SEQNUM <blank data>
QUOTIM <blank data>
OFF_CD_IN2 ISN(25)
OFFC_CODE2 NL0000303709
EXCHTIM <blank data>
PREF_DISP 8651
VOL_X_PRC1 <blank data>
ADJUST_CLS 3.7770
STOCK_TYPE <blank data>
RDN_EXCHD2 GER(202)
CP_ADJ_FCT <blank data>
CP_ADJ_DAT <blank data>
YR_PCTCH 16.43
EPYR_PCTCH -21.30
BASE_PRC1 <blank data>
PREV_DISP 2009
52WK_HIGH 4.3040
52WK_LOW 1.9970
CLASS_CODE <blank data>
OFF_CLOSE <blank data>
QUOTE_DATE <blank data>
TRDVOL_2 <blank data>
TRDVOL_3 <blank data>
TRDVOL_4 <blank data>
TRDVOL_5 <blank data>
VWAP <blank data>
PROV_SYMB 2506259
52W_HDAT 10 MAR 2021
52W_HIND <blank data>
52W_LDAT 24 SEP 2020
52W_LIND <blank data>
BID_ASK_DT 08 JUN 2021
ISIN_CODE NL0000303709
MARKET_ID <blank data>
MNEMONIC AEND
MKT_SECTOR <blank data>
MKT_SEGMNT 003
PERIOD_CDE 1
TRDTIM_MS <blank data>
SALTIM_MS <blank data>
QUOTIM_MS <blank data>
TIMCOR_MS <blank data>
SEQ_NO <blank data>
AUC_BIDSIZ <blank data>
AUC_ASKSIZ <blank data>
AUC_BID <blank data>
AUC_ASK <blank data>
OPN_AUC <blank data>
INT_AUC <blank data>
CLS_AUC <blank data>
OPN_AUCVOL <blank data>
INT_AUCVOL <blank data>
CLS_AUCVOL <blank data>
OFFBK_VOL <blank data>
PDTRDPRC <blank data>
PREDAYVOL <blank data>
PDTRDDATE <blank data>
TRADE_ID <blank data>
IND_AUC <blank data>
IND_AUCVOL <blank data>
MKT_STATUS <blank data>
MARKET <blank data>
CLR_HOUSE <blank data>
TRD_TYPE 0
EXCHCODE 54107
OFFBK_PRC <blank data>
IPO_PRC <blank data>
EXCH_VOL <blank data>
FUTURES <blank data>
OPTIONS <blank data>
NEWSTM_MS <blank data>
IMB_SH <blank data>
IMB_SIDE <blank data>
IRGDATE <blank data>
TRD_SES_ME 3
TRD_IND_1 <blank data>
TRD_IND_2 <blank data>
TRD_IND_3 <blank data>
TRD_IND_4 <blank data>
TRD_IND_5 <blank data>
LSTSALCOND <blank data>
IRGSALCOND <blank data>
MID_PRICE1 <blank data>
MKOA_TONE <blank data>
MKOB_TONE <blank data>
OFFBK_DATE <blank data>
OFFBK_TIM <blank data>
DIV_CURR EUR(978)
CONTEXT_ID 1084
IRG_TRDID <blank data>
PRC_TICK <blank data>
SUS_DATE <blank data>
VWAP_VOL <blank data>
VWAP_TN <blank data>
HIGH_T_MS <blank data>
LOW_T_MS <blank data>
IRG_SEQNO <blank data>
DDS_DSO_ID 12406
BR_LINK1 <blank data>
BR_LINK2 <blank data>
SPS_SP_RIC .[SPSCDSEM0202
NO_BIDORD1 <blank data>
NO_ASKORD1 <blank data>
TRVOLOFFBK <blank data>
CAN_PRC <blank data>
CAN_VOL <blank data>
CAN_COND <blank data>
CAN_COND_N <blank data>
CAN_TRD_ID <blank data>
REPORT_VOL <blank data>
MIC_CODE XETB
TRD_STATUS N (1)
OFF_CLS_DT <blank data>
FST_TRD_DT 13 MAR 2007
DELBY_DT <blank data>
PDACVOL <blank data>
OF_NUM_MOV <blank data>
MAX_ORD_SZ <blank data>
MIN_ORD_SZ <blank data>
RFQ_SIZE <blank data>
ELG_NUMMOV <blank data>
DRK_TRDVOL <blank data>
DRK_NUMMOV <blank data>
SRC_SEQNM 23604
TICK_VAL 1.0000
OFFBK_TNOV <blank data>
ALT_CLOSE <blank data>
SEE_RIC <blank data>
BCASTREF32 <blank data>
TRDAUCTP_N <blank data>
ASK_TONE1 <blank data>
BID_TONE1 <blank data>
XMIC_CODE XETR
DRKSALCOND <blank data>
TICK_SZIDX 38
OFFBK_CD_N <blank data>
PD_SALCOND <blank data>
MKT_TIER LUX0
MMT_CLASS <blank data>
INST_CLA_N CS
RCS_AS_CL2 <blank data>
NA_MSG_TYP <blank data>
OFFBKTRDID <blank data>
PD_TRDID <blank data>
PERIOD_CD2 1
INS_TRDID <blank data>
DRK_TRDID <blank data>
UN_IDX_RIC ****
SRC_SYMB 2506259
SECTR_DESC <blank data>
INST_PHASE <blank data>
INSTIM_MS <blank data>
IRGTIM_MS <blank data>
DRK_DATE <blank data>
SRC_ES_DT <blank data>
DRK_PRC <blank data>
DRK_MINOSZ <blank data>
MMT_VER 3.04
PRE_10T141 <blank data>
PRE_10T143 <blank data>
PRE_10T147 <blank data>
PRE_10T148 <blank data>
AGGRS_SID1 <blank data>
AGGRS_SID2 <blank data>
AGGRS_SID3 <blank data>
AGGRS_SID4 <blank data>
AGGRS_SID5 <blank data>
PRC_TCK_TP DYN(2)
ELIGBL_TRD <blank data>
RFQ_SIDE <blank data>
CLR_OBL_FL 2
LIQIND_INS <blank data>
PRE_1ET335 <blank data>
PRE_1ET336 <blank data>
TR_TRD_FLG <blank data>
CB_STATUS <blank data>
CAN_TRTFLG <blank data>
INGEST_TM <blank data>
INGEST_DT <blank data>
PDTRDTM_MS <blank data>
INDAUC_MS <blank data>
OFF_CLS_MS <blank data>
ASK_TIM_NS <blank data>
BID_TIM_NS <blank data>
QUOTIM_NS <blank data>
SALTIM_NS <blank data>
IRGTIM_NS <blank data>
OFBKTIM_NS <blank data>
CAN_TIM_NS <blank data>
DRKTIM_NS <blank data>
PDTRDTM_NS <blank data>
SRC_ES_NS <blank data>
OFF_CLS_NS <blank data>
RFQ_TIM_NS <blank data>
INDAUC_NS <blank data>
DRK_ACVOL <blank data>
ELG_ACVOL <blank data>
VEH_PERMID <blank data>
DRK_TNOV <blank data>
ELG_TNOV <blank data>
EX_VOL_UNS <blank data>
TRNOVR_UNS <blank data>
ACVOL_UNS <blank data>
