how to interpret LSTSALCOND in Hong Kong Stock Exchange?

Yang Bai
Yang Bai Newcomer
in Data Model Discovery

like "LSTSALCOND":"0", "LSTSALCOND":"100", "LSTSALCOND":"104" and etc. What does these meaning?

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Best Answer

  • roland.peters
    roland.peters LSEG
    Answer ✓

    Dear colleague/customer,

    Data Model Discovery can provide venue field lists and field values for standardised enumerated fields. The value of "free" text entry fields, i.e. of the specification RMTES_STRING is exchange specific, i.e, is different from one to another exchange. Information about what possible values may exist can be obtained by contacting our help desk.

    I have done that for your and got the following answer:

    For the LSTSALCOND (#4756), we are
    showing the native Trade Type value from Exchange feed directly. This
    information does not show on HKEx website but matches Exchange Feed
    Specification as follow.


    TrdType
    Description
    Public Trade Type

    (showing in HKEx website)


    0
    Automatch
    normal (Public Trade Type <space>)
    “ “


    4
    Late
    Trade (Off-exchange previous day) (Public Trade Type “P”)
    P


    22
    Non-direct
    Off-Exchange Trade (Public Trade Type “M”)
    M


    100
    Automatch
    internalized (Public Trade Type “Y”)
    Y


    101
    Direct off-exchange Trade (Public Trade Type “X”)
    X


    102
    Odd-Lot Trade (Public Trade Type “D”)
    D


    103
    Auction
    Trade (Public Trade Type “U”)
    U


    104
    Overseas
    Trade

    TrdType on left column is the in-feed
    native value supported in LSTSALCOND (#4756);

    Public Trade Type is the information
    adopt for long, we would update it in ACT_FLAG1 (#975) and TRD_IND_1 (#4465).

    Clients can also refer to HKEx website (link)
    for further Trade Type description and elaboration.

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