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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Question by chris.xiao · Feb 01, 2018 at 04:58 PM · RFAJ

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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Answer 1 · 2018-02-05T02:22:36Z

REFINITIV

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Answer by warat.boonyanit · Feb 05, 2018 at 02:22 AM

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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Answer 2 · 2018-02-05T08:57:33Z

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Answer by Gurpreet · Feb 05, 2018 at 08:57 AM

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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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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