1. How can i tell if a futures trade took place on the bid or the ask?
2. I see a field [AGGRS_SID1], and i notice that if it says BID, it looks like the trade took place on the ask price. Is that correct?
3. What does the field [AGGRS_SID1] mean?
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[AGGRS_SID1] field meaning in TRTH
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Thank you for reaching out to us.
The definition of AGGRS_SID1 is:
AGGRS_SID1 "AGGRESSIVE ORD1" 12770 AGGRS_SID2 ENUMERATED 3 ( 5 ) ENUM 1 ! ! An indicator to show the aggressive order condition for last trade !
It is an eumerated field and the possible values are:
! ! VALUE DISPLAY MEANING ! ----- ------- ------- 0 " " Undefined 1 "BID " Aggressive order initiated from BID side 2 "ASK " Aggressive order initiated from ASK side
For more information, please contact the content support team directly via MyRefinitiv. The support team can provide the meaning of this field according to the extracted RICs.
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Thanks!
So, for example if aggressive order type = "BID " Aggressive order initiated from BID side, does it mean that the trade was transacted at the bid or the ask price?
As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.
