what do categorisation of trades means in TimeAndSales template ?
I guess OB is Order Book, AU = auction , but for the other values... RX ? OH? PA?
thank you for your help
Best Answer
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Answers
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thank you!! that is perfect!
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Trade Flag Description
"OB " Order Book
"OH " Order Book - Hidden
"AU " Auction Trades
"DK " Dark order book trades
"RX " Real time On exchange reported trades
"DX " Delayed On exchange reported trades
"RO " Real time Off Exchange (OTC)
"DO " Delayed Off Exchange (OTC)
"NA " Non-Trade
"OT " Other
"PA " Periodic Auction Trade (typically operating alongside continuous and distinct from other auctions)
"SI " Real Time Systematic Internaliser (SI) Trade
"SD " Delayed Systematic Internaliser (SI) Trade0 -
Hi, Could you please share the TAS Help page for this info? Thanks
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Many thanks to you! That is just wonderful!
https://community.developers.refinitiv.com/questions/57319/what-do-categorisation-of-trades-backrooms-means-in-timeands.html0
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