If we request Reuters for FID=32 (ACVOL_1), do we receive both fid=32 and fid=32743(ACVOL_UNS)? I...

nainitha_j
nainitha_j Newcomer
in RFA

...s fid=32743 applicable for all securities ?

Q1) If we request Reuters for FID=32 (ACVOL_1), do we receive both fid=32 and fid=32743(ACVOL_UNS), because I have seen with other market data providers sometimes, if we request for a fid, the request fid + related fids are sent by the provider.

Q2) Is fid=32743 applicable for all securities ? Like Is there a single fid to know the volume traded for all types of securities or are there different fids to know volume of different securities ? For ex, for FALABELLA.SN symbol, Reuters sends fid 32 value as 0, but sends volume in fid 32743.

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  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @nainitha_j

    Q1 - When you define your request, you have the option to specify specific fields or not to specify any fields at all. In the latter case, when you don't explicitly request specific fields, the default behavior is to receive every field. In this case, the provider of the data or the specific type of asset determines which fields are returned. For example, all fields will be provided when you make the initial request. When you receive an update, all applicable fields associated with the specific trade activity that are affected will be sent. In the case where you ask for specific fields within your initial request, you will only receive those fields that are affected by market activity. You will never receive any fields you did not ask for.

    Q2 - Depending on the type of asset, you will receive different FIDs. The realtime feeds do not have a normalized data model that will define a standard FID that is applicable to every asset type. I would suggest you refer to the Data Model Discovery guides for a breakdown of the different supporting fields and/or reach out to the Refinitiv Helpdesk to better understand how the data is represented for your specific use case.

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