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ejaner avatar image
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Implied futures trades - DSS Futures Time and Sales

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 there documents for the definitions of the semicolon delimited qualifiers found for Futures trades?

e.g.,

[ACT_TP_1];2[LSTSALCOND];""""[AGGRS_SID1][ACT_TP_1];2[LSTSALCOND];""ASK""[AGGRS_SID1][ACT_TP_1];2[LSTSALCOND];""BID""[AGGRS_SID1]^[ACT_TP_1];2[LSTSALCOND];""""[AGGRS_SID1]^[ACT_TP_1];2[LSTSALCOND];""BID""[AGGRS_SID1]IO[ACT_TP_1];2[LSTSALCOND];T[OPNRNGTP];""""[AGGRS_SID1]IO[ACT_TP_1];2[LSTSALCOND];T[OPNRNGTP];""BID""[AGGRS_SID1]v[ACT_TP_1];2[LSTSALCOND];""""[AGGRS_SID1]

#contentqualifier
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Jirapongse avatar image
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@ejaner

Thank you for reaching out to us.

Please check this discussion regarding the qualifiers documents.

Otherwise, you can contact the DataScope Select support team directly via MyRefinitiv for more information.

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