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?

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Question by chris.xiao · Feb 01, 2018 at 04:50 PM · rfa OMM

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?

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Answer 1 · 2018-02-02T01:40:17Z

REFINITIV

Best Answer

Answer by jirapongse.phuriphanvichai · Feb 02, 2018 at 01:40 AM

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.

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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?

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