Documentation for Market Conditions Qualifiers

Laurent
Laurent Newcomer
in TRTH

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.

Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    It looks similar to this question.

    BBO[MKT_ST_IND]

    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.

Answers

Categories