ETA Partial Updates on Quotes

Question

Question by jzhao · Aug 12, 2018 at 04:21 PM · elektron ETA quotes equity quotes

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

0

10 |1500 characters needed characters left characters exceeded

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

Answer 1 · 2018-08-15T04:17:17Z

REFINITIV

Best Answer

Answer by warat.boonyanit · Aug 15, 2018 at 04:17 AM

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.

0 Show 1 · Share

10 |1500 characters needed characters left characters exceeded

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

jzhao · Sep 05, 2018 at 09:20 AM 0

Share

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

ETA Partial Updates on Quotes

1 Reply

Watch this question

Related Questions