Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • TRTH /
avatar image
Question by Hilarius · Apr 11, 2018 at 08:47 PM · datascope selecttimeandsalestick direction

Tick direction in TimeandSales

In the timeandsales data from datascope select, there are tick directions for each line.

Different rules seem to apply to different markets.

For Nasdaq and NYSE, tick direction is provided even when there's no price change.

However, for Tokyo stock exchange, it is given only when the price is changing.

Is my observation correct?

Please provide me with a reference to the exact rule for each market.

P.S. Is the forum TRTH right for datascope select?

People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Reply

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by zoya.farberov · Apr 12, 2018 at 10:44 AM

Time and Sales data within Datascope is currently captured from Elektron realtime. It was, in the past, captured from IDN.

Elektron is a vehicle for content, as it's collected from multiple exchanges. Exchanges differ in what and how they publish. Therefore, in data from different exchanges we find differences, and my guess is if the rules for generating up and down ticks are verbalized by NASDAQ and NYSE, that information would reside with those specific exchanges, rather then Elektron or Datascope.

---

Datascope is the common backend, powering both TRTH V2 and Datascope Select products, however, the API interfaces and capabilities are different. Therefore, to get the correct answers on the API access to the product your organization uses, it's advisable to use the forum area assigned to this product and API.

Comment
Hilarius

People who like this

1 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
13 People are following this question.

Related Questions

RIC change: Cannot get TimeAndSales for Historic Instrument

Data missing for 3549.T(3398.T)

Duplicated when-issued

Cancelling executing job

TRTHv2 rest API with request library in python

  • Feedback
  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Careers
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Calais
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRIT
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • World-Check Data File
  • Explore
  • Tags
  • Questions
  • Badges