raw data market conditions enrichment

michael05

I am downloading and reviewing raw tick history for a number of futures assets... trades and quotes. At some point in 2016 (between May and October) there is a shift in data quality, where many more fields are provided for trades and quotes, with numerous qualifiers and specifics re trade times etc.

What was the specific date of the change?

Was this a Refinitiv or a CME initiative?

Was this the result of a consultation etc?

I'd like to see any documentation regarding the changes.

zoya faberov

Hello @michael05 ,

I suspect that the change you are looking at may be the switch of the consolidated data feed, that is the source of the raw content being made available via RTH. There was a major change, if I recall correctly, roughly at that time, from IDN_RDF service and data network to the current ELEKTRON service and network, with the corresponding major new version of the underlying data network as well.

However, let me just note, Refinitiv developers forums are of most help to you with questions centered around Refinitiv API usage, the majority of the members of the forums are developers working with Refinitiv APIs, the moderators of the forums are Refinitiv API experts, and do not have in-depth expertise in many types of Refinitiv content.

To get an authoritative, expert answer to content questions, as a customer, suggest to refer the question on content directly by posting on Refinitiv Helpdesk Online -> Content -> RTH, so you can be connected with a Refinitiv content expert for the type of content that you require, in this case, RTH content.

Hope this helps