question

Upvotes
Accepted
samuel.yan avatar image
1 ●0 ●1 ●1

What is the actual meaning of the integer return updateTypeNum in UpdateMsg Class?

What is the actual meaning of the integer return updateTypeNum in UpdateMsg Class?

INSTRUMENT_UPDATE_UNSPECIFIED=0

INSTRUMENT_UPDATE_QUOTE=1

INSTRUMENT_UPDATE_TRADE=2

INSTRUMENT_UPDATE_NEWS_ALERT=3

INSTRUMENT_UPDATE_VOLUME_ALERT=4

INSTRUMENT_UPDATE_ORDER_INDICATION=5

INSTRUMENT_UPDATE_CLOSING_RUN=6

INSTRUMENT_UPDATE_CORRECTION=7

INSTRUMENT_UPDATE_MARKET_DIGEST=8

INSTRUMENT_UPDATE_QUOTES_TRADE=9

INSTRUMENT_UPDATE_MULTIPLE=10

INSTRUMENT_UPDATE_VERIFY=11

If I want to capture the traded event, only capture the updateTypeNum =2 with FID = 6, is it correct?

Thanks,

Sam

elektronrefinitiv-realtimetrephistoricaltrade
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Jirapongse avatar image   Jirapongse
@samuel.yan

Hi,

Please be informed that I have moved this question from TR Internal to TREP APIs forum.

Regards,

AHS

Nipat Kunvutipongsak avatar image   Nipat Kunvutipongsak

Hi @samuel.yan,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks

AHS

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

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

1 Answer

· Write an Answer
Upvotes
Accepted
moragodkrit.chumsri_1 avatar image
7.6k ●15 ●6 ●9

@samuel.yan

Not sure about API you are using. But there are some informations about the meaning of Instrument Update from RFA Reference Manual (.html file) which provided in <RFA Install folder>\Docs\refman\rfa\a00363.html 

-INSTRUMENT_UPDATE_UNSPECIFIED=0 
Not specified. Data Feed/Provider not specified the type. 

-INSTRUMENT_UPDATE_QUOTE=1 
The update is Quote 

-INSTRUMENT_UPDATE_TRADE=2 
The update is Trade
 
-INSTRUMENT_UPDATE_NEWS_ALERT=3 
The update is News Alert 

-INSTRUMENT_UPDATE_VOLUME_ALERT=4 
The update is Volume Alert 

-INSTRUMENT_UPDATE_ORDER_INDICATION=5 
The update is Order Indication 

-INSTRUMENT_UPDATE_CLOSING_RUN=6 
The update is Closing Run 

-INSTRUMENT_UPDATE_CORRECTION=7 
The update is Correction 

-INSTRUMENT_UPDATE_MARKET_DIGEST=8 
The update is Official information from the exchange 

-INSTRUMENT_UPDATE_QUOTES_TRADE=9 
One or more conflated quotes followed by a trade 

-INSTRUMENT_UPDATE_MULTIPLE=10 
Update with other filtering and conflation applied 

-INSTRUMENT_UPDATE_VERIFY=11 
Fields may have changed

As far as I understand if you want to capture trade, normally you have to check the updateTypeNum=2 and get trade price from FID 6 but for some exchange it might use other FID to represent trade price. Please check with data support if you can not get it from FID 6.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.