RFA trade refresh contains LOW_1 and HIGHT_1. If a new trade is the new high of the day, will th...

chris.xiao
chris.xiao Explorer
in RFA
RFA trade refresh contains LOW_1 and HIGHT_1. If a new trade is the new high of the day, will the trade update contain HIGH_1? Or I need to do my own calucation
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Best Answer

  • warat.boonyanit
    warat.boonyanit LSEG
    Answer ✓

    Hi @chris.xiao

    HIGH_1 and LOW_1 will update in real-time when there are new high or new low trades during trading hours.

    However, they can be in a separate update message from the TRDPRC_1.

Answers

  • Gurpreet
    Gurpreet admin

    As Warat mentioned, this functionality is dependent on the linehandler for that venue. For most exchanges, Low and High are included in the trade price packet, which sets the new Low/High.

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