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In RFA Trade update, is TRDPRC_1 the price for the trade? How about IRGPRC? Also in Refresh, I some time see both TRDPRC_1 and IRGPRC exist, does mean there are two trades?
Hi @chris.xiao
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Refer RDMFieldDictionary file, TRDPRC_1 is last trade or value while IRGPRC is a cancelled, inserted, retransmitted or irregular price strategically to be used for "last ineligible" trades only. Therefore, their definitions are different.
TRDPRC_1 "LAST" 6 TRDPRC_2 PRICE 17 REAL64 7 ! ! Last trade price or value. ! ... IRGPRC "IRG PRICE" 372 NULL PRICE 17 REAL64 7 ! ! A cancelled, inserted, retransmitted or irregular price. Strategically to be used ! for "last Ineligble" trades only. !
However, the definitions and usages can be different among exchanges or markets. You should contact the content team via Contact Us for confirmation. Otherwise, you can use a Thomson Reuters Data Model Discovery tool to explore TR data models, content definitions and data update behaviors.
