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?
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
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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.
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?
