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Hello! I am implementing a service in Java in which I am taking time and sales/trade events data from the Historical Pricing API and taking only the relevant data from them, and I ran into some unknowns that I cannot find the answer for: 1. The API seems to give me all the trades, the off book ones as well. How exactly can…
Using DSS for NSI (XNSE), is there a document with definitions for the qualifiers for the mkt. condition msg types? I do not see them shown in the attached document with the venue specific qualifiers. is there a general qualifiers definitions doc I can reference?
How can a user, viewing the qualifiers for trades on futures (ex: HGQ3-U3 on 2023-08-21), identify implied trades. We've noticed that Bloomberg removes implied trades from the volume and wanted to match that number (166 for the example in bloomberg vs the 177 using futures time and sales data from DataScope Select). are…
I guess OB is Order Book, AU = auction , but for the other values... RX ? OH? PA? thank you for your help
According to a Tickhistory support FAQ article (title "What does USER Qualifiers indicate in Tick History?" It apperas in a sidebar and I can't find a link to it), tickhistory trades include a generic refinitiv-generated `USER` Qualifier field that is portable across exchanges. The only values mentioned in that article…
Hi, My question relates to the qualifiers in tick history. In the recent years, the qualifiers have a MMT_Class which helps to further classify the trade, e.g. 12 stands for continuous limit order book. However, going back to e.g. 2013 these qualifiers do not have the MMT_Class and are less rich in information. Now I was…
Hi, The trade qualifier in 2013 has no MMT classification. As such, I am wondering: How can trades be classified into Continuous Limit Order Book, Opening and Closing Call? Thanks in advance for any help!
Hi there, I am working on TRTH time and sales data extraction. I don't quite understand what the field "Trade - Qualifiers" means. Tried to download the docs from the link below, but failed (code 404). Can you please share the new link where I can download the supporting docs?…
Hi community, When using TRTH data, Qualifier code seems unclear to me. I checked documentations RDMFieldDictionary and enumtype.def files, but there are still some extra codes. For example, MSFT.O,Market Price,2020-03-16T09:34:27.533993762-04,Trade,ADF,140.0319,125,@…
What do qualifiers mean in Time and Sales Extraction？I find one similar question https://community.developers.refinitiv.com/questions/33809/trth-qualifiers-for-different-exchange.html BUT the link file in answer is not available https://my.refinitiv.com/content/dam/myrefinitiv/products/11047/en/BrochuresandF/EQUITIES.7z
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