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Identify ETF from snapshot data

We are fetching snapshots of several thousands RIC's using ETA and RSSL_DMT_MARKET_PRICE.

In the data retrieved is it possible to determine whether an instument is an ETF or not. For example, this would appear to be an ETF based on DSPLY_NMLL, and there is an IOPV. Does CONTEXT_ID:2633 mean that it is an ETF?


{"ID":XXX,"Type":"Refresh","Key":{"Service":425,"Name":"515700.SS"},"State":{"Stream":"NonStreaming","Data":"Ok","Text":"XXX-All is well"},"Qos":{"Timeliness":"Realtime","Rate":"TickByTick"},"PermData":"XXX","SeqNumber":64992,"Fields":{"PROD_PERM":6853,"RDNDISPLAY":109,"DSPLY_NAME":"NE VEHICLES","RDN_EXCHID":144,"TRDPRC_1":2.344,"TRDPRC_2":2.344,"TRDPRC_3":2.344,"TRDPRC_4":2.344,"TRDPRC_5":2.344,"NETCHNG_1":-0.031,"HIGH_1":2.374,"LOW_1":2.337,"PRCTCK_1":2,"CURRENCY":156,"TRADE_DATE":"2022-12-12","TRDTIM_1":"02:37:00","OPEN_PRC":2.374,"HST_CLOSE":2.375,"BID":2.344,"ASK":2.346,"NEWS":" ","NEWS_TIME":null,"BIDSIZE":1100,"ASKSIZE":188800,"ACVOL_1":17054600,"YIELD":null,"DIVIDENDTP":null,"DIVPAYDATE":null,"EXDIVDATE":null,"TRD_UNITS":3,"LOT_SIZE":100,"PCTCHNG":-1.305,"CLOSE_BID":2.375,"CLOSE_ASK":2.376,"MATUR_DATE":null,"DIVIDEND":null,"UPLIMIT":2.613,"LOLIMIT":2.138,"NUM_MOVES":3333,"OFFCL_CODE":"515700 ","HSTCLSDATE":"2022-12-09","YRHIGH":3.428,"YRLOW":1.851,"TURNOVER":400758,"YCHIGH_IND":null,"YCLOW_IND":null,"PRC_QL_CD":0,"MID_PRICE":56.269,"TRDVOL_1":2500,"LOT_SIZE_A":100,"RECORDTYPE":112,"ASK_VOLUME":142760690,"NO_BIDMMKR":4,"NO_ASKMMKR":5,"YRHIGHDAT":"2021-12-06","YRLOWDAT":"2022-04-27","IRGPRC":2.344,"IRGVOL":17054600,"SALTIM":"02:37:22","TNOVER_SC":3,"BEST_BID1":2.374,"BEST_ASK1":2.374,"BCAST_REF":"515700.SS","BEST_BSIZ1":72400,"BEST_BSIZ2":null,"BEST_ASIZ1":72400,"BEST_ASIZ2":56000,"LONGLINK2":"t515700.SS","OFF_CD_IND":52,"FLOOR_VOL":5506906,"BKGD_REF":null,"ACT_FLAG1":null,"GEN_VAL1":null,"GEN_VAL4":null,"GV1_TEXT":"-3.690","GV2_TEXT":"-9.073","GV3_TEXT":"-28.37","GV4_TEXT":"2.3210","QUOTIM":"02:37:25","GV5_TEXT":"2.3567","OFF_CD_IN2":25,"OFFC_CODE2":"CNE100003W59","EXCHTIM":"02:37:25","PREF_DISP":6951,"DSPLY_NMLL":"\xE6\x96\xB0\xE8\x83\xBD\xE8\xBB\x8AETF","VOL_X_PRC1":5860.000,"ADJUST_CLS":2.3461,"WEIGHTING":2.3499,"RDN_EXCHD2":144,"RDM_AMT":null,"ANN_DATE1":null,"IRGVAL":40075811,"PMA_50D":2.3567,"PREV_DISP":5189,"PRC_QL3":0,"52WK_HIGH":3.428,"52WK_LOW":1.851,"MM_ASK":2.411,"MM_ASKSIZ":4556600,"MM_BID":2.321,"MM_BIDSIZ":4754200,"OFF_CLOSE":null,"PCTCHG_3M":-9.0735,"QUOTE_DATE":"2022-12-12","VWAP":2.3499,"PROV_SYMB":"515700","52W_HDAT":"2021-12-06","52W_HIND":null,"52W_LDAT":"2022-04-27","52W_LIND":null,"BID_ASK_DT":"2022-12-09","LST_TRD_PR":2.376,"MNEMONIC":"515700","RSI_14":56.269,"PERIOD_CDE":"TRAD","SALTIM_MS":9442880,"QUOTIM_MS":9445000,"OPN_AUC":2.374,"OPN_AUCVOL":72400,"IND_AUC":2.374,"IND_AUCVOL":72400,"TRD_TYPE":null,"ACVOL_SC":1,"PCT1M":-3.6902,"PCT1Y":-28.3776,"IMB_SH":56000,"IMB_SIDE":3,"INAV":2.3461,"BID_ORD_ID":"4923233","ASK_ORD_ID":"4924741","IOPV":2.3461,"CONTEXT_ID":2633,"PRC_TICK":0.001,"PMA_10D":2.3210,"TAS_RIC":null,"DDS_DSO_ID":4126,"SPS_SP_RIC":".[SPSSSZL1","ORD_ENT_ST":1,"NO_BIDORD1":4,"NO_ASKORD1":5,"SH_SAL_RES":1,"TRD_STATUS":1,"HALT_DATE":null,"HALT_TIME":null,"OFF_CLS_DT":null,"PRV_LST_DT":"2022-12-09","MAX_ORD_SZ":1000000,"MIN_ORD_SZ":1,"PURC_ORD":null,"PURC_UNIT":null,"RDM_ORD":null,"RDM_UNIT":null,"MRGNB_REM":142760690,"SH_SAL_REM":5506906,"DIV1_RATE":null,"SUM_TRDPRC":2.344,"PURC_AMT":null,"MIN_AQT_SZ":1,"MIN_BQT_SZ":100,"SEE_RIC":null,"BCASTREF32":null,"XMIC_CODE":"XSHG","LMT_CAL_CD":"N","EXCH_ANN":"D","INST_CLA_N":"EBS","RCS_AS_CL2":null,"DIV1_M_DES":"FINAL","SRC_SYMB":null,"INST_PHASE":3,"LIMIT_IND2":null,"AGGRS_SID1":2,"MRGN_RES":1,"TRDSHM_ELG":4,"LMTBTM_MS":null,"TRNOVR_UNS":40075811.30000,"MKTVAL_UNS":null,"ACVOL_UNS":17054600,"AMT_OS_UNS":null}}


#technology#contenteta-apietf
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@brendan.babb

Thanks for reaching out to us.

It could be the RECORDTYPE: 112 field, as mentioned in this previous discussion. 112 represents an Equity Fund instrument.

CONTEXT_ID:2633 means it uses a template from Shanghai Stock Exchange (SSE).

1670998669899.png

However, please contact the Content support team directly via MyRefinitiv to verify if there is another field that can be used to identify ETF.



1670998669899.png (37.9 KiB)
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