question

Upvotes
Accepted
jzhao avatar image
100 ●11 ●13 ●19

ETA Partial Updates on Quotes

Hi,

I'd like to confirm Reuters do send partial updates on Quotes. Namely, if there is bid/ask, bidsize/asksize for a symbol x, upon the next tick only the bidsize is changed, the feed can potentially only include bidsize without others. Is this true for different asset classes, markets (Asia vs Europe, etc.)? I know for trades there don't seem any partial updates - they always come in with everything.

If this is true, are you recommending filling contents forward? thanks

elektronrefinitiv-realtimeelektron-sdkrrteta-apielektron-transport-apiequitiesquote
icon clock
10 |1500

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

1 Answer

· Write an Answer
Upvotes
Accepted
warat.boonyanit avatar image
4.4k ●10 ●6 ●9

Hi @jzhao

Yes, the feed can include only the field that has been changed. It usually depends on the exchange.

For example: <LCMc1> and <GDc1> are both commodity future. <GDc1> is on Thailand Future Exchange and it uses partial updates on quotes. <LCMc1> is on ICE Futures Singapore and it doesn't use partial updates on quotes.

icon clock
10 |1500

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

jzhao avatar image jzhao

Thank you. I was out for two weeks and I saw the answers now.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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