cancel trade or irregular trade

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Question by s.tang · Jan 17, 2017 at 06:33 AM · trep rfa rfa-api trade

cancel trade or irregular trade

Hi,

There was a cancel trade for RIC:HCEIF7 ~07:50:11 GMT this morning. I just want to check what the FieldLists are, at the time to denote a canceled trade. Is it possible to get a screen shot of the fields at that time and may be some advice to handle irregular trade in general.

thanks

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Answer 1 · 2017-01-19T04:47:04Z

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Answer by warat.boonyanit · Jan 19, 2017 at 04:47 AM

As far as I am aware, cancelled trades are not sent through the HKFE feed.

Usually, FID 372 (IRGPRC), 1023 (PRNTBCK), & 4221 (IRGPRC2) would indicate a cancelled trade, however these FIDs are not in use for HKFE.

You should double check this with TR data support help desk via https://my.thomsonreuters.com/ContactUsNew

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s.tang · Jan 19, 2017 at 06:08 AM 0

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Lastly, is it possible to view list of supported FIDs for each exchange?

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warat.boonyanit ♦♦ s.tang · Jan 19, 2017 at 06:20 AM 0

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Yes, there is a web application for that.

https://developers.thomsonreuters.com/elektron/elektron-sdk-cc/dev-tools?type=dev-tools-menu-11605

https://datadictionary.thomsonreuters.com/Public/Login.aspx

Please contact your Technical Account Manager for access.

Answer 2 · 2017-01-19T04:54:26Z

Answer by s.tang · Jan 19, 2017 at 04:54 AM

Ok, I will check with TR data support. The specify irregular trade is verified against Bloomberg terminal as 'cancelled'.

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Answer 3 · 2019-03-20T00:24:37Z

Answer by ranga.gugulothu · Mar 20, 2019 at 12:24 AM

@Warat B. we are using java electron API to get the real time TR (FINRA trace) feed. I have similar question, i want to know trade events like REGULAR TRADE, TRADE_CANCEL, TRADE_CORRECTION, PRIOR_DAY_TRADE, PRIOR_DAY_TRADE_CANCEL, PRIOR_DAY_TRADE_CORRECTION, TRADE_NON_REGULAR. Is there any FID# with flag indicates type of trade event. I want to process logic as per trade event, please let me know if there is also any other way to find these trade events.

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cancel trade or irregular trade

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