Is there a way to get the spot date of a pair ?

Shuki
Shuki Newcomer
edited 4:31AM in EMA

Hi,

Is there a way to get Spot date of a given RIC/Pair , if relevant of course ?

through the messages received part of the fields received through ETA or separately in another way ?

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @Shuki

    Once the app subscribes to the currency pair, all the fields are sent in the Refresh message. Subsequent updates contain deltas, and will also contain the date/time of the pair. In this example you can see the date is sent out when a trade happens on this pair.

    UpdateMsg
  streamId="5"
  domain="MarketPrice Domain"
  updateTypeNum="0"
  name="CAD="
  serviceId="257"
  serviceName="ELEKTRON_DD"
  Payload dataType="FieldList"
    FieldList
      FieldEntry fid="22" name="BID" dataType="Real" value="1.3742"
      FieldEntry fid="393" name="PRIMACT_1" dataType="Real" value="1.3742"
      FieldEntry fid="25" name="ASK" dataType="Real" value="1.3745"
      FieldEntry fid="275" name="SEC_ACT_1" dataType="Real" value="1.3745"
      FieldEntry fid="875" name="VALUE_DT1" dataType="Date" value="23 JUN 2025"
      FieldEntry fid="1010" name="VALUE_TS1" dataType="Time" value="14:13:11:000:000:000"
      FieldEntry fid="5" name="TIMACT" dataType="Time" value="14:13:00:000:000:000"
      FieldEntry fid="11" name="NETCHNG_1" dataType="Real" value="0.0009"
      FieldEntry fid="17" name="ACTIV_DATE" dataType="Date" value="23 JUN 2025"
      FieldEntry fid="32" name="ACVOL_1" dataType="Real" value="39111.0"
      FieldEntry fid="56" name="PCTCHNG" dataType="Real" value="0.07"
      FieldEntry fid="114" name="BID_NET_CH" dataType="Real" value="0.0009"
      FieldEntry fid="134" name="MID_PRICE" dataType="Real" value="1.3744"
      FieldEntry fid="135" name="MID_NET_CH" dataType="Real" value="0.0010"
      FieldEntry fid="211" name="NUM_BIDS" dataType="Real" value="39111.0"
      FieldEntry fid="831" name="CTBTR_1" dataType="Rmtes" value="BARCLAYS  "
      FieldEntry fid="836" name="CTB_LOC1" dataType="Rmtes" value="LON"
      FieldEntry fid="841" name="CTB_PAGE1" dataType="Rmtes" value="BCFX"
      FieldEntry fid="1025" name="QUOTIM" dataType="Time" value="14:13:11:000:000:000"
      FieldEntry fid="3386" name="QUOTE_DATE" dataType="Date" value="23 JUN 2025"
      FieldEntry fid="3855" name="QUOTIM_MS" dataType="UInt" value="51191655"
      FieldEntry fid="7854" name="BIDPCTCHNG" dataType="Real" value="0.07"
      FieldEntry fid="3" name="DSPLY_NAME" dataType="Rmtes" value="BARCLAYS   LON"
      FieldEntry fid="78" name="OFFCL_CODE" dataType="Rmtes" value="      "
      FieldEntry fid="105" name="BCKGRNDPAG" dataType="Rmtes" value="BCFX"
      FieldEntry fid="826" name="DLG_CODE1" dataType="Rmtes" value="   "
      FieldEntry fid="1011" name="VALUE_TS2" dataType="Time" value="14:13:10:000:000:000"
      FieldEntry fid="1012" name="VALUE_TS3" dataType="Time" value="14:13:10:000:000:000"
      FieldEntry fid="7885" name="EURO_BNC" dataType="Real" value="0.0003"
      FieldEntry fid="7888" name="US_BNC" dataType="Real" value="0.0009"
    FieldListEnd
  PayloadEnd
UpdateMsgEnd

    The QUOTE_DATE is sent out whenever the spot price changes.

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