RFA Field for ExchangeTime

tradingTech
tradingTech Explorer
in RFA

Hello -

I'm currently subscribing to bid prices for a small handful of US bonds via the RFA API. What field can I request to receive exchange timestamps? I've tried "EXCHANGE TIME" 1067 and "QUOTIM MS" (3855). I haven't received values for either field. Any alternatives?

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    How to get timestamps for US bonds (e.g. US1MT=RR for United States 1 Month Benchmark, US093229819= for JPM 4.16% 19-Jun-2018, etc.). Please refer to the following FIDs below:

    Bid FIDs:
    PRIMACT_1 (FID 393) - most recent Bid
    PRIMACT_2 (FID 394) - second most recent Bid
    PRIMACT_3 (FID 395) - third most recent Bid

    Ask FIDs:
    SEC_ACT_1 (FID 275) - most recent Ask
    SEC_ACT_2 (FID 276) - second most recent Ask
    SEC_ACT_3 (FID 277) - third most recent Ask

    Time FIDs:
    VALUE_TS1 - timestamp in seconds for FID 393 and 275
    VALUE_TS2 - timestamp in seconds for FID 394 and 276
    VALUE_TS3 - timestamp in seconds for FID 395 and 277

    Date FIDs:
    VALUE_DT1 - date for FID 393 and 275
    VALUE_DT2 - date for FID 394 and 276
    VALUE_DT3 - date for FID 395 and 277

Answers

  • moragodkrit.chumsri_1
    moragodkrit.chumsri_1 LSEG

    @tradingTech

    I suggest you check with content support so they can confirm that the RICs you are using support the fields or not. The data feed might use another field to represent the times.


    You can use My Account to both find the phone number to call the Helpdesk from your country and to submit the query to the Helpdesk through a Web page.

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