​I have got a quick question on the tick data we fetch realtime via RFA API.

Laarni Evelyn Acierto.Santiago
Laarni Evelyn Acierto.Santiago LSEG
in RFA

I have got a quick question on the tick data we fetch realtime via RFA API.

Subscription details:


• TREP-Id/DACS-Id: svcCRDSAsia / svcCRDSEurope/ svcCRDSAmerica
• Feed: IDN/EED
From the data-dictionary we were provided:

BLKCOUNT "BLOCK COUNT" 42 NULL INTEGER 15 REAL64 7
!
! Number of block trades today.
!
BLKVOLUM "BLOCK VOLUME" 43 NULL INTEGER 15 REAL64 7
!
! Today's total block trading volume.Updated whenever a trade occurs over a
! pre-defined, market-specific, number of shares occurs.
!
ACVOL_1 "VOL ACCUMULATED" 32 NULL INTEGER 15 REAL64 7
!
! Accumulated number of shares, lots or contracts traded according to the market
! convention
!
RL_TRD_VOL "REAL TRADE VOLUME" 4138 NULL INTEGER 15 REAL64 7
!
! Real traded volume. It is calculated by ACVOL_1 as follows: ACVOL_1(#32)-previous
! ACVOL_1
!

1. We are always getting no value fir the FID: RL_TRD_VOL while ACVOL_1 is increasing throughout the day with every tick.
Can you please help check with API SME if it’s expected?
o Or is there any FID we should subscribe to fetch this?
o If there is an updated data dictionary, please provide us the same

2. Is ACVOL_1 inclusive of block trades or BLKVOLUM and ACVOL_1 are mutually exclusive. I presume , latter is the case.
Will appreciate a word of confirmation from the vendor.

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Best Answer

  • wasin.w V3
    wasin.w V3 admin
    Answer ✓

    This is answers from the 07584886 ticket submit by the client:

    1. We are always getting no value fir the FID: RL_TRD_VOL while ACVOL_1 is increasing throughout the day with every tick.
    Can you please help check with API SME if it’s expected?

    Answer:

    This is expected behavior for most of the instruments. FID: RL_TRD_VOL
    is supported on a limited number of exchanges. From Data Model
    Dictionary, it is available on Japan > Nagoya Stock Exchange and
    Ivory Coast > Bourse de Valeurs d Abidjan. Given that there are
    limited instruments supporting this FID, the tick data that you will
    receive will not show any updates on FID RL_TRD_VOL (4138) even if
    ACVOL_1 (32) is updating.

    2. Is ACVOL_1 inclusive of block trades or BLKVOLUM and ACVOL_1 are mutually exclusive.

    Answer:
    ACVOL_1 (32) is inclusive of BLKVOLUM (43).



    In the case of the sample RICs <UROM9> and <BPM9>, FID
    RL_TRD_VOL (4138) is not supported. You would see continuous updates on
    ACVOL_1. ACVOL_1 (32) will also update when there is an update on
    BLKVOLUM (43).

Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @Laarni Evelyn Acierto.Santiago

    For Data content type queries, I recommend you raise a Content query via MyRefinitiv Product & Content support.

    This forum is best suited to technical programming type questions.

    The RFA API is 'content agnostic' - it will just deliver what is provided by the data source e.g Elektron.

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