we're subscribing to TSE (Tokyo Stock Exchange) via Reuters Elektron Market By Price book, with the hope of getting all quotes and trades. However, it looks like the messages don't include the trades. Can somebody clarify if we should have received trades information when subscribing to Reuter's Elektron via MarketByPrice? What else should we do then? thanks
Market-By-Price is defined as a data model for the presentation of order book content in an aggregated fashion, where multiple orders can reside within a single ‘row’. This is in contrast to a Market-By-Order presentation of an order book, where each row is an individual order.
Therefore, it will contain buy and sell orders and not actual trades.
As mentioned by my colleague please consume streaming MarketPrice and it should provide trade information each time a trade takes place.
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