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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
Hi @chris.xiao
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AHS
Hello again!
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
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Thanks,
AHS
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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.
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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.
