ETA Partial Updates on Quotes

jzhao
jzhao Contributor
in ETA

Hi,

I'd like to confirm Reuters do send partial updates on Quotes. Namely, if there is bid/ask, bidsize/asksize for a symbol x, upon the next tick only the bidsize is changed, the feed can potentially only include bidsize without others. Is this true for different asset classes, markets (Asia vs Europe, etc.)? I know for trades there don't seem any partial updates - they always come in with everything.

If this is true, are you recommending filling contents forward? thanks

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Best Answer

  • warat.boonyanit
    warat.boonyanit LSEG
    Answer ✓

    Hi @jzhao

    Yes, the feed can include only the field that has been changed. It usually depends on the exchange.

    For example: <LCMc1> and <GDc1> are both commodity future. <GDc1> is on Thailand Future Exchange and it uses partial updates on quotes. <LCMc1> is on ICE Futures Singapore and it doesn't use partial updates on quotes.

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