Is .xt feed data the consolidated feed for all trades in the European market for equity trading?
We find in the following cases, the data from the TQ feed is not included in the .XT feed. The example is SMCP.xt (and SMCPp.TQ in the TQ feed) and the date is 2018-07-10.
+ In the XT feed, there are 4 trades:
+ But in the TQ feed, there are 24 trades.
+ Moreover, none of the trade in the TQ feed is in the XT feed.
Hi @zzhong225
The XT Ric does not contain all trades for the European Market, so its possible that some are missing. However for Tuqruoise (.TQ) it should contain the same amount of trades as the .TQ RIC.