What does tradeSize represent during Opening and Post-Trading session for Vietnam Rics ?

APAC
APAC Newcomer
in RFA

For Vietnam stocks, we are receiving incorrect/garbage trade quantities during Opening and Post-trading sessions.

For example,

For ric=DIG.HM , date=20220510 and RFA version=8.2.0

We have received a constant tradeSize=50400 (FID 178) for all trade messages before 09:15am during opening session. During normal market hours, the tradeSize starts changing and looks reasonable.


Is there a special meaning to tradeSize during Opening and Post-Trading sessions for Vietnam?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @APAC

    First of all, you need to check the code if it calls the isBlank method before accessing the data.

    For example: 

    void Decoder::decodeData(const Data& data)
    {
        if(!data.isBlank())
        {

    Getting a value from the blank entry can get an unexpected value.

    Otherwise, you need to contact the content team directly via MyRefinitiv to verify the value of the tradeSize (FID 178) field during Opening and Post-Trading sessions for Vietnam stocks.


Answers

  • APAC
    APAC Newcomer

    We saw an example where tradeSize was blank and tradePrice was not blank.
    What should be the interpretation in this case?
    Should we set tradeSize to zero or use the tradeSize from previous update?


    Thanks.

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/93567#Comment_93567

    @APAC

    I found one on 10 May 2022.

    DIG.HM,Market Price,2022-05-10T07:30:16.804253456Z,+7,Raw,UPDATE,UNSPECIFIED,,,,3147,,30110,,10
    ,,,,FID,6,,TRDPRC_1,52200,
    ,,,,FID,18,,TRDTIM_1,07:30:00.000000000,
    ,,,,FID,178,,TRDVOL_1,,
    ,,,,FID,1003,,GV4_TEXT," ",
    ,,,,FID,1000,,GV1_TEXT,f,
    ,,,,FID,1001,,GV2_TEXT," ",
    ,,,,FID,1002,,GV3_TEXT," ",
    ,,,,FID,1035,,GV5_TEXT," ",
    ,,,,FID,5,,TIMACT,07:30:00.000000000,
    ,,,,FID,379,,SALTIM,07:30:16.000000000,

    Please contact the content team directly via MyRefinitiv regarding how to handle this kind of update.

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