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Wrong data in Trade Date field

I queried for the fields Trade-Date and Quote-Date for time and sales data from TRTH. However the dates in these fields are just the timestamp fields and not the actual trade dates.

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1 Answer

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Refer Tick History Data Content Guide,Trade - Date and Quote - Date are local dates transmitted with the first on-market trade or quote message of the day, respectively.

The following is a result from time and sales extraction.

The Date-Time field at column D is timestamp. The Date field at column S is Quote - Date or Trade - Date.

If your result is different from this, please share your request and result.


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result.png (26.4 KiB)
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Re: Trade - Date and Quote - Date are local dates transmitted with the first on-market trade or quote message of the day, respectively.

Can you please clarify "local dates"? Did you mean the local date where the exchange is located? If that's the case, can you please explain the following for me?

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FBU is traded on the NZX, timezone GMT+12. Why is date-time stamp is 2021-07-02T11:03:53.897807187+12 (NZ time) but the trade date is 2021-07-01 (1 day before)? If trade date is supposed to be local, why is trade date not same as the date-time stamp?

1660718741765.png (7.8 KiB)

@zhang_dawg

The exchange time is still 23:03:54. However, please contact the Refinitiv Tick History support team directly via MyRefinitiv to clarify the definitions of those fields.

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1660724894159.png (9.4 KiB)