Enquiry on .xt feed data in TRTH

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Question by zzhong225 · Dec 30, 2019 at 03:12 AM · data completeness

Enquiry on .xt feed data in TRTH

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:

A screenshot of a cell phone

Description automatically generated

+ But in the TQ feed, there are 24 trades.

+ Moreover, none of the trade in the TQ feed is in the XT feed.

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Answer 1 · 2020-01-14T09:08:31Z

REFINITIV

Best Answer

Answer by Tim Smith · Jan 14 at 09:08 AM

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.

I cant see the information that you have provided in the screenshot. But this needs to be looked into as it does sound like there is an issue with the XT RIC here. Could you raise this via Contact Us and so it goes to our support desk and they can start the investigation into what is happening here.

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Enquiry on .xt feed data in TRTH

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