question

Upvotes
Accepted
igorg avatar image
646 ●21 ●33 ●41

MarketDataItemEven. How to find out if it's Trade or Quote msg?

RFA 7.

Not uprading to Elektron at this moment.



treprfarfa-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

wasin.w avatar image   wasin.w

Hello @igorg

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,


AHS

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
79.2k ●251 ●52 ●74

@igorg

RSSL has the updateType flag which can be used to verify the type of update message.

<updateMsg domainType="RSSL_DMT_MARKET_PRICE" streamId="4" containerType="RSSL_DT_FIELD_LIST" flags="0x90 (RSSL_UPMF_HAS_SEQ_NUM|RSSL_UPMF_DO_NOT_CONFLATE)" updateType="2 (RDM_UPD_EVENT_TYPE_TRADE)" seqNum="606" dataSize="265">

However, this information is not available in the legacy SSL/Marketfeed protocol (MarketDataItemEvent).

For the legacy SSL/Marketfeed protocol, you may need to use fields in the payload to verify if it is a trade or quote message. For example:

  • If it contains the TRDTIM_1 or TRDPRC_1 field, the update message is a trade
  • If it contains the BID, ASK, or QUOTIM field, the update message is a quote

However, you need to directly contact the content team via my.refinittiv.com for confirmation because the data among exchanges may be different. Moreover, for some exchanges, it may have a specific field which can be used to identify trade or quote update.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

igorg avatar image igorg

the problem is very first message is a snapshot and has all the fields.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.