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aschmied avatar image
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Complete documentation for tickhistory USER Qualifier

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 are:

  • Off Book Trades[USER]
  • Exhausted Bid and Ask[USER]
  • Block Trade [USER]
  • Previous Day Trade[USER]

I have also seen in data:

  • Special Trades[USER]

Can someone provide a link to the complete list of possible values for this qualifier field?

tick-history-rest-api#contentqualifier
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aramyan.h avatar image   aramyan.h

Hi @aschmied

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

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aschmied avatar image
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I got this list from support. Unfortunately it is currently unavailable online, so it is likely to go stale.

After-Hours Total Ask Vol[USER]
After-Hours Total Bid Vol[USER]
Alternative Indicative Price[USER]
Block Trade [USER]
Block Trade[USER]
Block Trade[USER]
Block Trades[USER]
BlockTrade[USER]
Busted/Broken Trade[USER]
Cancelled Trade[USER]
Close 1st[USER]
Close Auction Trade[USER]
Closing Auction Trade[USER]
Combo Trade[USER]
Cross Trade[USER]
Estimated Trading Price[USER]
Exhausted Bid and Ask[USER]
Fully transparent pre-trade quote[USER]
Ind. Price[USER]
Indicative Auction Price[USER]
Indicative Auction Trades[USER]
Indicative Auction[USER]
Indicative Equilibrium Price[USER]
Indicative Equilibrium Trades[USER]
Indicative Opening Price[USER]
Indicative Opening Volume[USER]
Indicative Price[USER]
Indicative surplus volume [USER]
Indicative surplus volume[USER]
Indicative Trades[USER]
IQS Trades for irregular trades[USER]
IQS trades for Off Book trades [USER]
IQS trades for Off Book trades[USER]
Kassa Prc[USER]
Last IV [USER]
Last IV[USER]
Market Price 3[USER]
Market Price[USER]
Married deal price[USER]
Married Trade[USER]
Negotiated Trade[USER]
Non Primary Currency Quote[USER]
Odd Lot Ask [USER]
Odd Lot Ask[USER]
Odd Lot Bid[USER]
Odd Lot Bid[USER]
Odd Lot Session Ask[USER]
Odd Lot Session Bid[USER]
Odd Lot Trade [USER]
Odd Lot Trade[USER]
Odd Lot Trades[USER]
Off Book Trade[USER]
Off Book Trades [USER]
Off Book Trades[USER]
Off Book Volume[USER]
Off-Hours or Fixed Price Trading Session[USER]
Off-Hours Values[USER]
OFFBK_TRADE[USER]
OffPrc[USER]
OffVol[USER]
Open 1st [USER]
Open 1st[USER]
Open 2nd [USER]
Open 2nd[USER]
Open Auction Trade[USER]
Opening Auction Trade[USER]
Opening Auction[USER]
Partially transparent pre-trade quote[USER]
Pre-Market Negotiated Trade Price[USER]
Previous Day Trade[USER]
Previous Day Trade[USER]
Previous Days Trade[USER]
PreviousDayTrade[USER]
Primary Currency Quote[USER]
Settle IV[USER]
Special Trades[USER]
Spread Price[USER]
Spread Trade [USER]
Spread Trade[USER]
Spread Volume[USER]
Strategy Trade [USER]
Strategy Trade[USER]
Strategy Volume[USER]
Theoretical Price[USER]
Theoritical Open Price[USER]
Theoritical or Indicative Trades[USER]
Trade Cancellation[USER]
Trade Order Imbalance[USER]
Valuation Price[USER]
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Jirapongse avatar image Jirapongse
@aschmied

Thank you for sharing the update.

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Jirapongse avatar image
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@aschmied

Thanks for reaching out to us.

I found a list of documents regarding Qualifier Codes on MyRefinitv.

1675218707791.png

If you have any further questions, please contact the Refinitiv Tick History support team directly via MyRefinitiv.


1675218707791.png (64.0 KiB)
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aschmied avatar image aschmied

These documents seem to document exchange qualifier codes. I would like documentation for the refinitiv-derived `[USER]` qualifier. For example, I downloaded " Tick History V2 Futures Qualifier Code " (614306.zip) and opened "CME.xls." The only [USER] qualifier documented in that sheet is

  • Quote Exhausted Bid and Ask[USER]

But I see the following in CME data extracted from tickhistory

  • Block Trade[USER]
  • Special Trades[USER]

I have already reached out to support and will post the answer here if they provide a link.

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