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Question by ayan@jump · Jun 19, 2019 at 11:52 AM · ETAeta consumer

How is a trade reported in ETA?

which fields indicate an update is published for a trade, or an aggregated trade?

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Answer by umer.nalla · Jun 19, 2019 at 12:17 PM

Hi @ayan@jump

Our realtime APIs such as ETA, EMA are content 'agnostic' - they will just pass on what they receive from the feed / originating exchange.

For content type queries, I recommend you contact the helpdesk and raise a Content query - so a specialist can assist you. I recommend you include details of the exchange, asset class and some example RICs in the query - so it gets directed to the correct specialist.

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Answer by ayan@jump · Jun 19, 2019 at 12:22 PM

I am wondering if there is a general/consistent way to detect a trade from the ETA message stream.

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Answer by umer.nalla · Jun 19, 2019 at 12:50 PM

Hi @ayan@jump

The Refinitiv Elektron Feed carries in excess of 50 million instruments covering a range of asset classes from multiple sources / exchanges etc.

Therefore, your best approach would be to contact the helpdesk so they can best advise you based on your asset class and exchanges of interest.

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