Do you know where I should look to get more information about the market conditions qualifiers like BBO[MKT_ST_IND]. I know it's venue specific and has changed over ther years.
It looks similar to this question.
The field name is MKT_ST_IND and its value is BBO.
From RDMFiledDictionary file, MKT_ST_IND is an enumerated field.
MKT_ST_IND "MARKET STAT" 133 NULL ENUMERATED 3 ( 3 ) ENUM 1 ! ! Indicates the current market status whether a fast market condition exists !
Its values are defined in enumtype.def.
MKT_ST_IND 133 ! ! VALUE DISPLAY MEANING ! ----- ------- ------- 0 " " normal market 1 "FAS" fast market .. 20 "BBO" bid/ask represents current market
You can access those files from github. RDMFieldDictionary contains the definitions of fields. enumtype.def defines the values for enumerated fields.
Otherwise, you can use the Thomson Reuters Data Model Discovery tool to explore TR data models, and content definitions for each venue.
@Laurent, do you have Eikon ?
If yes you can find information in there. You can search starting either at page WORLD/TAS1, or directly enter <countryISO>/TAS1 or <countryISO>/CHAR1 and follow the contextual menus. There are also other pages for specific venues. A few examples:
Hope this helps.