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Trade condition / type for Shanghai

I am getting marketdata for Shanghai using the RFA API but it seems that trades do not have any conditions / trade flags published on the trade updates.

In the REFRESH_RSP I get:
FIELD_ENTRY 13432/TR_TRD_FLG: OB (1)

But any subsequent UPDATE_RESP does not have this field

Is the flag only updated if it happens to change?



#technologyrfa-api#contenttradecondition-codes
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@PeterD

I can explain the behavior of the API.

After sending a streaming item request, if an item is valid and you have permission to access that item, you will get a refresh message that contains all fields with the latest values. Then, you will get sequences of update messages which contain fields with updated values.

For example:

    Msg Type: MsgType.UPDATE_RESP
    Msg Model Type: MARKET_PRICE
    Indication Flags: DO_NOT_CONFLATE
    Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM
    SeqNum: 8750
    RespTypeNum: 2 (TRADE)
    Payload: 134 bytes
        FIELD_LIST
            FIELD_ENTRY 6/TRDPRC_1: 7.500
            FIELD_ENTRY 11/NETCHNG_1: 0.040
            FIELD_ENTRY 18/TRDTIM_1: 06:27
            FIELD_ENTRY 56/PCTCHNG: 0.536
            FIELD_ENTRY 14/PRCTCK_1: Þ (1)
            FIELD_ENTRY 77/NUM_MOVES: 44614
            FIELD_ENTRY 178/TRDVOL_1: 2900
            FIELD_ENTRY 373/IRGVOL: 76535318
            FIELD_ENTRY 379/SALTIM: 06:27:49
            FIELD_ENTRY 3854/SALTIM_MS: 23269790
            FIELD_ENTRY 1379/VOL_X_PRC1: 21750.000
            FIELD_ENTRY 1496/WEIGHTING: 7.5831
            FIELD_ENTRY 3132/IRGVAL: 580376143
            FIELD_ENTRY 3404/VWAP: 7.5831
            FIELD_ENTRY 5206/BID_ORD_ID: 7485129
            FIELD_ENTRY 5207/ASK_ORD_ID: 7308071
            FIELD_ENTRY 12770/AGGRS_SID1: BID   (1)
            FIELD_ENTRY 32741/TRNOVR_UNS: 580376142.92000
            FIELD_ENTRY 32743/ACVOL_UNS: 76535318

If you have further questions regarding the retrieved data, you can contact the content support team directly via MyRefinitiv. The support team will either have the required content expertise ready or can reach out to relevant content experts to get the answer for you.

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@PeterD

Thanks for reaching out to us.

Yes, you are correct. Typically, fields are updated when the values have been changed or there are activities related to those fields.

I hope that this information is of help.

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Typically this would be used to differentiate between auction trades and 'normal' trades. For other markets (even related, like Shenzhen) this field is sent together with every trade. Going by your reply it means I would have to track the state of this field for all instruments.

Are there any documents that describe this behavior?

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