[EMA C++]How to get Tick Details

luxiangyuan
luxiangyuan Contributor
in EMA

hello.

I developed with EMA C++;

Get quote info form TREP;

Now I want to get the tick details, I have some questions:

1、what is the different between fid="3900" name="TRADE_ID" and fid="1021" name="SEQNUM". which FID should I use if I want get TradeID.

2、I can get 5 tradeVolume, but I can only get 4 tradPrice and 4 ACT_FLAG

(TRANVOL_1, TRANVOL_2, TRANVOL_3, TRANVOL_4, TRANVOL_5)

(PRIMACT_1, PRIMACT_2, PRIMACT_3, PRIMACT_4)

(ACT_FLAG1, ACT_FLAG2, ACT_FLAG3,ACT_FLAG4)

3 I want to get all tick details ,which FID should I use?

the log is shown as the appendix.

thanks.tick-log.txt

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @luxiangyuan

    For data / content type queries I recommend you create a Content query get an explanation of the above FIDs

    Product Support

    Chose Product and Content type query and select 'I need help understanding content within the product'

    For product select whichever type of Elektron service you are using e.g. Thomson Reuters Elektron Real-Time

    In the query, provide some example RICs - as FID usage can vary based on exchange / asset class etc.

    They should be able to confirm the difference between TRADE_ID and SEQNUM (for your particular RICS they may be the same).

    Also, they should be able to explain the difference between PRIMACT_x and TRDPRC_x - which I suspect is the actual fields you are after - since TRDPRC_x reflect trade prices, whereas PRIMACT_x reflect activity generally and probably includes Quote type updates as well.

    You should also confirm if you should be using TRANVOL_x or TRDVOL_x for your particular requirement.

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