How to interpret the Qualifier field in the TRTH v2 VenueByDay files?

ankita.motiramani
ankita.motiramani Newcomer
in TRTH

For the TR Tick data, after the upgrade to TRTH v2, the fields like Prc TTE Flag and Prc SubMkt Id from EBD TAS files are combined together to Qualifier field for Trade data in the Venue By Day files. I haven't seen any data in the Qualifier field so far. Can I get any examples for this field and a set of possible values for this field?

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  • warat.boonyanit
    warat.boonyanit LSEG
    Answer ✓

    Hi @ankita.motiramani

    For VBD, the Qualifier field format is:

    value[raw field name];value[raw field name];...

    For example:

    SWT[IRGCOND];NBL[PRC_QL2];C[NASDSTATUS]

    [IRG PRICE TYPE]: Regular + ISO + Form T
    [PRICE CODE 2]: non board lot
    [NASD STATUS]: closed market

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