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Laarni Evelyn Acierto.Santiago avatar image
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​I have got a quick question on the tick data we fetch realtime via RFA API.

I have got a quick question on the tick data we fetch realtime via RFA API.

Subscription details:


• TREP-Id/DACS-Id: svcCRDSAsia / svcCRDSEurope/ svcCRDSAmerica
• Feed: IDN/EED
From the data-dictionary we were provided:

BLKCOUNT "BLOCK COUNT" 42 NULL INTEGER 15 REAL64 7
!
! Number of block trades today.
!
BLKVOLUM "BLOCK VOLUME" 43 NULL INTEGER 15 REAL64 7
!
! Today's total block trading volume.Updated whenever a trade occurs over a
! pre-defined, market-specific, number of shares occurs.
!
ACVOL_1 "VOL ACCUMULATED" 32 NULL INTEGER 15 REAL64 7
!
! Accumulated number of shares, lots or contracts traded according to the market
! convention
!
RL_TRD_VOL "REAL TRADE VOLUME" 4138 NULL INTEGER 15 REAL64 7
!
! Real traded volume. It is calculated by ACVOL_1 as follows: ACVOL_1(#32)-previous
! ACVOL_1
!

1. We are always getting no value fir the FID: RL_TRD_VOL while ACVOL_1 is increasing throughout the day with every tick.
Can you please help check with API SME if it’s expected?
o Or is there any FID we should subscribe to fetch this?
o If there is an updated data dictionary, please provide us the same

2. Is ACVOL_1 inclusive of block trades or BLKVOLUM and ACVOL_1 are mutually exclusive. I presume , latter is the case.
Will appreciate a word of confirmation from the vendor.

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wasin.w avatar image
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This is answers from the 07584886 ticket submit by the client:

1. We are always getting no value fir the FID: RL_TRD_VOL while ACVOL_1 is increasing throughout the day with every tick.
Can you please help check with API SME if it’s expected?

Answer:

This is expected behavior for most of the instruments. FID: RL_TRD_VOL is supported on a limited number of exchanges. From Data Model Dictionary, it is available on Japan > Nagoya Stock Exchange and Ivory Coast > Bourse de Valeurs d Abidjan. Given that there are limited instruments supporting this FID, the tick data that you will receive will not show any updates on FID RL_TRD_VOL (4138) even if ACVOL_1 (32) is updating.

2. Is ACVOL_1 inclusive of block trades or BLKVOLUM and ACVOL_1 are mutually exclusive.

Answer:
ACVOL_1 (32) is inclusive of BLKVOLUM (43).

In the case of the sample RICs <UROM9> and <BPM9>, FID RL_TRD_VOL (4138) is not supported. You would see continuous updates on ACVOL_1. ACVOL_1 (32) will also update when there is an update on BLKVOLUM (43).

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umer.nalla avatar image
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Hi @Laarni Evelyn Acierto.Santiago

For Data content type queries, I recommend you raise a Content query via MyRefinitiv Product & Content support.

This forum is best suited to technical programming type questions.

The RFA API is 'content agnostic' - it will just deliver what is provided by the data source e.g Elektron.

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wasin.w avatar image   wasin.w

<AHS>

@Umer Nalla

There is case 07584886 opened for this case. I have suggested the client to submit a data question via MyRefinitiv page but somehow the first front line (Laarni Evelyn Santiago) post the case questions to this forum.

I think the front line just found the "API" in the client question, then post questions here without any further checking.

The data team has suggested the client to check Data Model Dictionary using this link: https://refinitiv.fixspec.com/specserver/specs/elektron

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