How is a trade reported in ETA?
which fields indicate an update is published for a trade, or an aggregated trade?
Best Answer
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Hi @ayan@jump
Our realtime APIs such as ETA, EMA are content 'agnostic' - they will just pass on what they receive from the feed / originating exchange.
For content type queries, I recommend you contact the helpdesk and raise a Content query - so a specialist can assist you. I recommend you include details of the exchange, asset class and some example RICs in the query - so it gets directed to the correct specialist.
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Answers
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I am wondering if there is a general/consistent way to detect a trade from the ETA message stream.
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Hi @ayan@jump
The Refinitiv Elektron Feed carries in excess of 50 million instruments covering a range of asset classes from multiple sources / exchanges etc.
Therefore, your best approach would be to contact the helpdesk so they can best advise you based on your asset class and exchanges of interest.
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