Hello, see from the message logs of nasdaq basic, I have the following assumption, and expect if anyone can check it ,thanks.
First, for pre-market and post-market, if QUOTIM_MS is not "blank data" then BID/ASK/BIDSIZE/ASKSIZE also have values, which means a bid/ask request. If IRGTIM_MS is not blank, then IRGPRC and IRGVOL also have value, which means a pre-market or post-market trade. Second, for continuous-trading, the QUOTIM_MS logic same as above. If SALTIM_MS is not blank, then TRDPRC_1, TRDVOL_1 also have value, which means a trade. So, If I can rely on above assumption about how messages in different trading period? Thank you.
As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'I need help understanding content within the product' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.