Filtering Pre & After hours pricing from websocket

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Question by dinos · Oct 26, 2018 at 09:23 AM · elektron refinitiv-realtime elektron-sdk websockets trade

Filtering Pre & After hours pricing from websocket

Is there a way to know from the websocket feed what kind of price quotes are coming through?
e.g

After Hour
Trading Hours
Pre hours pricing

We only wish to log pricing for Trading Hours, now we receive all the prices.

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Answer 1 · 2018-10-29T12:11:54Z

REFINITIV

Best Answer

Answer by David Thomas · Oct 29, 2018 at 12:11 PM

@dinos

As this question relates to the data content rather than a feature of the Websocket API, I recommend that you contact our data content team via the MyRefinitiv product support page. They are best able to advise on content related matters.

Also when you contact them I suggest you provide an example RIC so that answers are appropriate for the venue in question.

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Filtering Pre & After hours pricing from websocket

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