getting value in TRADE_DATE without value in TRDPRC_1

Bhimrao.Ghule
Bhimrao.Ghule Contributor
in RFA

getting value in TRADE_DATE without value in TRDPRC_1.

I tried this for the ticker "AEGN.DE".

What does TRADE_DATE means without TRADE PRICE ?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Bhimrao.Ghule

    I am not sure when you subscribed to this RIC and got this data.

    From my checking, the TRDPRC_1 field has been set to <blank data> due to the closing run on 2021-06-09T02:35:01.045925761Z GMT. The closing run message also updated the HST_CLOSE, ADJUST_CLS, and HSTCLSDATE fields. 

    /AEGN.DE,Market Price,2021-06-09T02:35:01.045925761Z,+2,Raw,UPDATE,CLOSING_RUN,,,,4018,,3070,,183
    ,,,,FID,25,,ASK,,
    ,,,,FID,31,,ASKSIZE,,
    ...
    ...
    ,,,,FID,6,,TRDPRC_1,,
    ,,,,FID,730,,BEST_BSIZ1,,
    ...
    ,,,,FID,21,,HST_CLOSE,3.777,
    ...
    ,,,,FID,1465,,ADJUST_CLS,3.777,
    ..
    ,,,,FID,79,,HSTCLSDATE,2021-06-08,
    ..

    However, the value of TRADE_DATE was still the same which is 2021-06-08. I assume the TRADE_DATE field will be updated when there is the first trade on 2021-06-09.

    Therefore, if you subscribed to this RIC after 2021-06-09T02:35:01.045925761Z (the closing run) but before the first trade on 2021-06-09, you will get the refresh message which contains <blank data> in the TRDPRC_1 and "2021-06-08" in the TRADE_DATE.

    However, you can directly contact the content support team via MyRefinitiv to verify it.

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Bhimrao.Ghule

    Typically, the TRADE_DATE field is in the refresh message.

    If you don't see the TRADE_DATE in the update message, it means the value is still the same.

    For example, the refresh message contains the following fields.

            FieldList FieldListNum="2" DictionaryId="1"
                FieldEntry fid="1" name="PROD_PERM" dataType="UInt" value="9573"
                FieldEntry fid="2" name="RDNDISPLAY" dataType="UInt" value="142"
                FieldEntry fid="3" name="DSPLY_NAME" dataType="Rmtes" value="PTT/d"
                FieldEntry fid="4" name="RDN_EXCHID" dataType="Enum" value="158"
                FieldEntry fid="5" name="TIMACT" dataType="Time" value="08:16:02:000:000:000"
                FieldEntry fid="6" name="TRDPRC_1" dataType="Real" value="41.00"
                FieldEntry fid="7" name="TRDPRC_2" dataType="Real" value="41.00"
                FieldEntry fid="8" name="TRDPRC_3" dataType="Real" value="41.00"
                FieldEntry fid="9" name="TRDPRC_4" dataType="Real" value="41.00"
                FieldEntry fid="10" name="TRDPRC_5" dataType="Real" value="41.00"
                FieldEntry fid="11" name="NETCHNG_1" dataType="Real" value="0.50"
                FieldEntry fid="12" name="HIGH_1" dataType="Real" value="41.25"
                FieldEntry fid="13" name="LOW_1" dataType="Real" value="40.75"
                FieldEntry fid="14" name="PRCTCK_1" dataType="Enum" value="1"
                FieldEntry fid="15" name="CURRENCY" dataType="Enum" value="764"
                FieldEntry fid="16" name="TRADE_DATE" dataType="Date" value="09 JUN 2021"

    The TRADE_DATE in the refresh message is "09 JUN 2021".

    Then, the update message has the following fields without TRADE_DATE:

           FieldList
                FieldEntry fid="22" name="BID" dataType="Real" value="40.75"
                FieldEntry fid="436" name="BEST_BID1" dataType="Real" value="40.75"
                FieldEntry fid="30" name="BIDSIZE" dataType="Real" value="5878400"
                FieldEntry fid="730" name="BEST_BSIZ1" dataType="Real" value="5878400"
                FieldEntry fid="3855" name="QUOTIM_MS" dataType="UInt" value="29851977"
                FieldEntry fid="1025" name="QUOTIM" dataType="Time" value="08:17:31:000:000:000"
                FieldEntry fid="5" name="TIMACT" dataType="Time" value="08:17:32:000:000:000"
                FieldEntry fid="1067" name="EXCHTIM" dataType="Time" value="08:17:31:000:000:000"
                FieldEntry fid="6" name="TRDPRC_1" dataType="Real" value="41.00"
                FieldEntry fid="11" name="NETCHNG_1" dataType="Real" value="0.50"
                FieldEntry fid="14" name="PRCTCK_1" dataType="Enum" value="1"
                FieldEntry fid="18" name="TRDTIM_1" dataType="Time" value="08:17:31:000:000:000"
                FieldEntry fid="25" name="ASK" dataType="Real" value="41.00"
                FieldEntry fid="31" name="ASKSIZE" dataType="Real" value="5064500"
                FieldEntry fid="32" name="ACVOL_1" dataType="Real" value="26142800"
                FieldEntry fid="56" name="PCTCHNG" dataType="Real" value="1.23"
                FieldEntry fid="77" name="NUM_MOVES" dataType="Real" value="2382"
                FieldEntry fid="100" name="TURNOVER" dataType="Real" value="1070989.825"
                FieldEntry fid="178" name="TRDVOL_1" dataType="Real" value="100"
                FieldEntry fid="374" name="IRGCOND" dataType="Enum" value="0"

    It means that the value of TRADE_DATE hasn't been changed, it is still "09 JUN 2021".

    You will see the TRADE_DATE field in the update message when its value has been changed.

  • Bhimrao.Ghule
    Bhimrao.Ghule Contributor

    @Jirapongse : I think, we misunderstood something here.

    I agreed that, we can have only trade price(TRDPRC_1) without TRADE_DATE as DATE has not been changed. but still I did not understand TRADE_DATE without TRDPRC_1.

    Does it mean that price has not been changes, but date is changed ?

    /Bhimrao.

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/79329#Comment_79329

    @Bhimrao.Ghule

    Can you provide the value in TRADE_DATE and time with timezone when the problem occurred? I would like to verify it.

  • Bhimrao.Ghule
    Bhimrao.Ghule Contributor

    I got below message for AEGN.DE delayed value.


    PROD_PERM 4018

    RDNDISPLAY 116

    DSPLY_NAME AEGON/d

    RDN_EXCHID GER(202)

    TIMACT <blank data>

    TRDPRC_1 <blank data>

    TRDPRC_2 <blank data>

    TRDPRC_3 <blank data>

    TRDPRC_4 <blank data>

    TRDPRC_5 <blank data>

    NETCHNG_1 <blank data>

    HIGH_1 <blank data>

    LOW_1 <blank data>

    PRCTCK_1 <blank data>

    CURRENCY EUR(978)

    TRADE_DATE 08 JUN 2021

    ACTIV_DATE 08 JUN 2021

    TRDTIM_1 15:35:45:000:000:000

    OPEN_PRC <blank data>

    HST_CLOSE 3.7770

    BID <blank data>

    ASK <blank data>

    NEWS YYYY

    NEWS_TIME 18:47:50:000:000:000

    BIDSIZE <blank data>

    ASKSIZE <blank data>

    ACVOL_1 <blank data>

    EARNINGS 0.14

    YIELD 3.177

    PERATIO 27.08

    DIVIDENDTP OD(22)

    DIVPAYDATE 07 JUL 2021

    EXDIVDATE 07 JUN 2021

    TRD_UNITS 4DP (4)

    LOT_SIZE 1

    PCTCHNG <blank data>

    CLOSE_BID 3.7690

    CLOSE_ASK 3.9980

    DIVIDEND 0.12

    UPLIMIT <blank data>

    LOLIMIT <blank data>

    NUM_MOVES <blank data>

    OFFCL_CODE A0JL2Y

    HSTCLSDATE 08 JUN 2021

    YRHIGH 4.3040

    YRLOW 1.9970

    EPYHSTCLOS 3.2440

    TURNOVER <blank data>

    YCHIGH_IND <blank data>

    YCLOW_IND <blank data>

    CUM_EX_MKR <blank data>

    PRC_QL_CD <blank data>

    PRC_QL2 D15(164)

    MID_PRICE <blank data>

    TRDVOL_1 <blank data>

    NO_BUYERS <blank data>

    NO_SELLERS <blank data>

    LOT_SIZE_A 1.0000

    RECORDTYPE 113

    HIGH_TIME <blank data>

    LOW_TIME <blank data>

    BID_TONE <blank data>

    ASK_TONE <blank data>

    YRHIGHDAT 10 MAR 2021

    YRLOWDAT 24 SEP 2020

    IRGPRC <blank data>

    IRGVOL <blank data>

    IRGCOND <blank data>

    TIMCOR <blank data>

    SALTIM <blank data>

    TNOVER_SC x1000(4)

    BCAST_REF AEGN.AS

    BEST_BSIZ1 <blank data>

    BEST_ASIZ1 <blank data>

    LONGLINK1 <blank data>

    LONGLINK2 <blank data>

    OFF_CD_IND WRT(29)

    HST_CLOSE2 <blank data>

    BKGD_REF ****

    ACT_FLAG1 <blank data>

    ACT_FLAG2 <blank data>

    ACT_FLAG3 <blank data>

    ACT_FLAG4 <blank data>

    ACT_FLAG5 <blank data>

    GEN_VAL1 <blank data>

    SEQNUM <blank data>

    QUOTIM <blank data>

    OFF_CD_IN2 ISN(25)

    OFFC_CODE2 NL0000303709

    EXCHTIM <blank data>

    PREF_DISP 8651

    VOL_X_PRC1 <blank data>

    ADJUST_CLS 3.7770

    STOCK_TYPE <blank data>

    RDN_EXCHD2 GER(202)

    CP_ADJ_FCT <blank data>

    CP_ADJ_DAT <blank data>

    YR_PCTCH 16.43

    EPYR_PCTCH -21.30

    BASE_PRC1 <blank data>

    PREV_DISP 2009

    52WK_HIGH 4.3040

    52WK_LOW 1.9970

    CLASS_CODE <blank data>

    OFF_CLOSE <blank data>

    QUOTE_DATE <blank data>

    TRDVOL_2 <blank data>

    TRDVOL_3 <blank data>

    TRDVOL_4 <blank data>

    TRDVOL_5 <blank data>

    VWAP <blank data>

    PROV_SYMB 2506259

    52W_HDAT 10 MAR 2021

    52W_HIND <blank data>

    52W_LDAT 24 SEP 2020

    52W_LIND <blank data>

    BID_ASK_DT 08 JUN 2021

    ISIN_CODE NL0000303709

    MARKET_ID <blank data>

    MNEMONIC AEND

    MKT_SECTOR <blank data>

    MKT_SEGMNT 003

    PERIOD_CDE 1

    TRDTIM_MS <blank data>

    SALTIM_MS <blank data>

    QUOTIM_MS <blank data>

    TIMCOR_MS <blank data>

    SEQ_NO <blank data>

    AUC_BIDSIZ <blank data>

    AUC_ASKSIZ <blank data>

    AUC_BID <blank data>

    AUC_ASK <blank data>

    OPN_AUC <blank data>

    INT_AUC <blank data>

    CLS_AUC <blank data>

    OPN_AUCVOL <blank data>

    INT_AUCVOL <blank data>

    CLS_AUCVOL <blank data>

    OFFBK_VOL <blank data>

    PDTRDPRC <blank data>

    PREDAYVOL <blank data>

    PDTRDDATE <blank data>

    TRADE_ID <blank data>

    IND_AUC <blank data>

    IND_AUCVOL <blank data>

    MKT_STATUS <blank data>

    MARKET <blank data>

    CLR_HOUSE <blank data>

    TRD_TYPE 0

    EXCHCODE 54107

    OFFBK_PRC <blank data>

    IPO_PRC <blank data>

    EXCH_VOL <blank data>

    FUTURES <blank data>

    OPTIONS <blank data>

    NEWSTM_MS <blank data>

    IMB_SH <blank data>

    IMB_SIDE <blank data>

    IRGDATE <blank data>

    TRD_SES_ME 3

    TRD_IND_1 <blank data>

    TRD_IND_2 <blank data>

    TRD_IND_3 <blank data>

    TRD_IND_4 <blank data>

    TRD_IND_5 <blank data>

    LSTSALCOND <blank data>

    IRGSALCOND <blank data>

    MID_PRICE1 <blank data>

    MKOA_TONE <blank data>

    MKOB_TONE <blank data>

    OFFBK_DATE <blank data>

    OFFBK_TIM <blank data>

    DIV_CURR EUR(978)

    CONTEXT_ID 1084

    IRG_TRDID <blank data>

    PRC_TICK <blank data>

    SUS_DATE <blank data>

    VWAP_VOL <blank data>

    VWAP_TN <blank data>

    HIGH_T_MS <blank data>

    LOW_T_MS <blank data>

    IRG_SEQNO <blank data>

    DDS_DSO_ID 12406

    BR_LINK1 <blank data>

    BR_LINK2 <blank data>

    SPS_SP_RIC .[SPSCDSEM0202

    NO_BIDORD1 <blank data>

    NO_ASKORD1 <blank data>

    TRVOLOFFBK <blank data>

    CAN_PRC <blank data>

    CAN_VOL <blank data>

    CAN_COND <blank data>

    CAN_COND_N <blank data>

    CAN_TRD_ID <blank data>

    REPORT_VOL <blank data>

    MIC_CODE XETB

    TRD_STATUS N (1)

    OFF_CLS_DT <blank data>

    FST_TRD_DT 13 MAR 2007

    DELBY_DT <blank data>

    PDACVOL <blank data>

    OF_NUM_MOV <blank data>

    MAX_ORD_SZ <blank data>

    MIN_ORD_SZ <blank data>

    RFQ_SIZE <blank data>

    ELG_NUMMOV <blank data>

    DRK_TRDVOL <blank data>

    DRK_NUMMOV <blank data>

    SRC_SEQNM 23604

    TICK_VAL 1.0000

    OFFBK_TNOV <blank data>

    ALT_CLOSE <blank data>

    SEE_RIC <blank data>

    BCASTREF32 <blank data>

    TRDAUCTP_N <blank data>

    ASK_TONE1 <blank data>

    BID_TONE1 <blank data>

    XMIC_CODE XETR

    DRKSALCOND <blank data>

    TICK_SZIDX 38

    OFFBK_CD_N <blank data>

    PD_SALCOND <blank data>

    MKT_TIER LUX0

    MMT_CLASS <blank data>

    INST_CLA_N CS

    RCS_AS_CL2 <blank data>

    NA_MSG_TYP <blank data>

    OFFBKTRDID <blank data>

    PD_TRDID <blank data>

    PERIOD_CD2 1

    INS_TRDID <blank data>

    DRK_TRDID <blank data>

    UN_IDX_RIC ****

    SRC_SYMB 2506259

    SECTR_DESC <blank data>

    INST_PHASE <blank data>

    INSTIM_MS <blank data>

    IRGTIM_MS <blank data>

    DRK_DATE <blank data>

    SRC_ES_DT <blank data>

    DRK_PRC <blank data>

    DRK_MINOSZ <blank data>

    MMT_VER 3.04

    PRE_10T141 <blank data>

    PRE_10T143 <blank data>

    PRE_10T147 <blank data>

    PRE_10T148 <blank data>

    AGGRS_SID1 <blank data>

    AGGRS_SID2 <blank data>

    AGGRS_SID3 <blank data>

    AGGRS_SID4 <blank data>

    AGGRS_SID5 <blank data>

    PRC_TCK_TP DYN(2)

    ELIGBL_TRD <blank data>

    RFQ_SIDE <blank data>

    CLR_OBL_FL 2

    LIQIND_INS <blank data>

    PRE_1ET335 <blank data>

    PRE_1ET336 <blank data>

    TR_TRD_FLG <blank data>

    CB_STATUS <blank data>

    CAN_TRTFLG <blank data>

    INGEST_TM <blank data>

    INGEST_DT <blank data>

    PDTRDTM_MS <blank data>

    INDAUC_MS <blank data>

    OFF_CLS_MS <blank data>

    ASK_TIM_NS <blank data>

    BID_TIM_NS <blank data>

    QUOTIM_NS <blank data>

    SALTIM_NS <blank data>

    IRGTIM_NS <blank data>

    OFBKTIM_NS <blank data>

    CAN_TIM_NS <blank data>

    DRKTIM_NS <blank data>

    PDTRDTM_NS <blank data>

    SRC_ES_NS <blank data>

    OFF_CLS_NS <blank data>

    RFQ_TIM_NS <blank data>

    INDAUC_NS <blank data>

    DRK_ACVOL <blank data>

    ELG_ACVOL <blank data>

    VEH_PERMID <blank data>

    DRK_TNOV <blank data>

    ELG_TNOV <blank data>

    EX_VOL_UNS <blank data>

    TRNOVR_UNS <blank data>

    ACVOL_UNS <blank data>

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