Which field in market data (RFA v8) api can provide me information on whether a market/index is c...

calvin.k
calvin.k Newcomer
in RFA

...losed or active .

I have a RIC code for Dow Jones - .IXIC . Which RFA field should I query for to know whether the Index is OPEN/CLOSED . I tired using MKT_ST_IND but it gave me null all the time. Can you let me know the correct field to query for in the RFA API

Tagged:

Best Answer

  • wasin.w
    wasin.w admin
    Answer ✓

    Hi @calvin.k. You can subscribe FID 8927 (Field name: INST_PHASE - "INSTRUMENT PHASE") that provides current phase of an instrument (close, normal, trading, etc) information for a consumer.

    Based on the RDMFieldDictionary file, this FID description is following

    INST_PHASE "INSTRUMENT PHASE"    8927  NULL        ENUMERATED    3 ( 3 )  ENUM             1
    !
    ! General enumerated field to indicate the current phase of an instrument, normal 
    ! trading, specific auction period, etc.
    !

    This FID is an enumerated fields, the description of each incoming value based on the enumtype.def file are following

    INST_PHASE  8927
    MK_PHASE   12765
    !
    ! VALUE      DISPLAY   MEANING
    ! -----      -------   -------
          0        "   "   Undefined
          1        "C  "   Closed
          2        "O  "   Opening Auction
          3        "T  "   Continuous Trading
          4        "V  "   Unscheduled Intraday Auction - I.e., Volatility Auction
          5        "I  "   Intra-day Auction (scheduled)
          6        "E  "   Closing Auction
          7        "NAS"   No Active Session
          8        "LC "   Live Compilation (Indices, Stats & Rankings)
          9        "BRK"   Scheduled Intraday Break
         10        "RO "   Reporting only
         11        "FP "   Fixed Price Trading (All trades matched at a single fixed price determined by the exchange, i.e., closing auction, VWAP, last trade price)
         12        "AP "   Administration Phase
         13        "PET"   Pre-Market Trading
         14        "POT"   Post-Market Trading
         15        "IC "   Intra-day Close (scheduled)
         16        "QP "   Quotation Only Period

Answers

  • calvin.k
    calvin.k Newcomer

    Which field in market data (RFA v8) api can provide me information on whether a market/index is closed or open

  • calvin.k
    calvin.k Newcomer

    Thanks

    @wasin.w

    I do get a value ("C ")returned for index .HSI (Hang Seng) , .IXIC (Nasdaq) but no value is getting returned for rics like .N225 (which is Nikkei 225), .BSESN, .SPX (which is SP500). Can you tell me why this behavior is not consistent across RICS . Also does "C " indicate a market close . What value is returned when the market is opened .
  • wasin.w
    wasin.w admin

    Hi @calvin.k

    Basically, Each RIC and Exchange’s has it own data behavior which is based on the contributor, the actual trading, etc. The Field/Fid's behavior and meaning are not consistent across exchanges, it based on it own exchange. The application should not apply one exchange behavior to other exchanges.

  • umer.nalla
    umer.nalla LSEG

    Hi @calvin.k

    I recommend you contact our Data Content experts for guidance on exchange / asset specific behaviour.

    Contact Us

    Make sure you mention that it is a Data / Content question (rather than an API question) to ensure your query is directed to the correct team.

Categories