RDP Plataform identify ODD lot Trades

isanchez
isanchez Explorer
in Refinitiv Data Platform

Through the RDP platform, will it be possible to obtain the operations marked in Eikon as ODD lot trades? and what is the way to identify them?

At once I would ask the same thing as we can identify the confirmed transactions marked as "Regular Trade" and "A normal round lot trade"

image

Thanks

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hi @isanchez,

    If you are subscribing to RDP streaming data, a.k.a Refinitiv Realtime Optimized feed, then there is a field called IRGCOND which is set to ODD, if the trade is an odd lot trade.

    I captured a random update for AAPL which contains the odd lot trade marker. The odd lot condition flag contains the native sale condition of odd lot trade.

    RECEIVED on session1:
    [
      {
        "DoNotConflate":true,
        "Fields":{
          "ACVOL_1":23568341,
          "ACVOL_UNS":23568341,
          "GV3_FLAG":"Q",
          "GV3_TEXT":" ",
          "GV4_TEXT":"@  I",
          "IRGCOND":"ODD",
          "IRGPRC":121.7099,
          "IRGSALCOND":"@  I",
          "IRGTIM_MS":53819474,
          "IRGVOL":14,
          "IRGXID":"ADF",
          "IRG_EXID":"ADF",
          "IRG_SEQNO":2530737,
          "IRG_SUBIND":"Q",
          "IRG_TDTH_X":" ",
          "IRG_TRDID":"55886",
          "NUM_MOVES":201885,
          "ODDSALCOND":"@  I",
          "ODDTIM_MS":"14:56:59.474",
          "ODDTRN_UNS":313099913.8817,
          "ODD_EXID":"ADF",
          "ODD_PRC":121.7099,
          "ODD_SEQNO":2530737,
          "ODD_TRDID":"55886",
          "ODD_TRDVOL":14,
          "ODD_VOLUME":2569557,
          "PCT_ABNVOL":0.2072,
          "REPORT_VOL":23578976,
          "SALTIM":"14:56:59",
          "SALTIM_MS":53819474,
          "SEQNUM":2530737,
          "TRDREC2_MS":"14:56:59.474",
          "TRDRECV_MS":"14:56:59.473",
          "TRNOVR_UNS":2871414292.872977,
          "VOL_X_PRC1":121.7889,
          "VWAP":121.7889,
          "VWAP_VOL":22686604
        },
        "ID":2,
        "Key":{
          "Name":"AAPL.O",
          "Service":"ELEKTRON_DD"
        },
        "SeqNumber":52078,
        "Type":"Update",
        "UpdateType":"Trade"
      }

    To learn more about RRTO visit this.

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