question

Upvotes
Accepted
7 2 1 3

TRTH v2 trade qualifiers in a TimeAndSales request

I am sending some time and sales request with the following fields "Trade - Price", "Trade - Volume", "Trade - Qualifiers" for european stock markets and trying to exploit the "Trade - Qualifiers" field.

I understand that qualifiers are separated by a semicolon chatacter (';').

But it happens that the "Trade - Qualifiers" field is also sometimes surrounded by quotes :

" [PRC_QL2];[ACT_FLAG1]"

Is there a special reason for this ?

Thanks for your help.

tick-history-rest-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

@thomas77, thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

1 Answer

· Write an Answer
Upvotes
Accepted
78.8k 250 52 74

Typically, CSV file uses quotation marks to wrap a string that has special characters. In this scenario, they are space characters before [PRC_QL2]. From my test, if [PRC_QL2] has a value, it will not have quotation marks.

WPG.L,Market Price,2017-08-16T15:58:05.879763642Z,+1,Trade,425.7974,150000,Bid[PRC_QL2];Y[GV1_FLAG];[GV6_TEXT];OY[CONDCODE_1];159990125179265088[GEN_TEXT16];159990125179265088[TRADE_ID];O[ACT_FLAG1]

The above result shows that the value of [PRC_QL2] is Bid.

However, if the value [PRC_QL2] is blank, it will have quotation marks, as shown below.

WTB.L,Market Price,2017-08-16T16:06:23.449414313Z,+1,Trade,3858.80545,646,"   [PRC_QL2];Y[GV1_FLAG];[GV6_TEXT];NY[CONDCODE_1];436446769893224560[GEN_TEXT16];436446769893224560[TRADE_ID];N[ACT_FLAG1]"

The blank value is equivalent to "normal market or not allocated" in data dictionary.

!
! ACRONYM    FID
! -------    ---
!
PRC_QL2      131
!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0        "   "   normal market or not allocated
      1        "ASK"   ask price, German and Luxembourg qualifier
      2        "B* "   Sellers, small amounts could not be traded
      3        "SWL"   Market Sweep + Sold Last
      4        "OSL"   Opened + Sold Last
      5        "BID"   bid price, German and Luxembourg qualifier
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.