Hi Community,
I am working on building an adaptor of Thailand Stock Market.
1. I need best ASKs/BIDs, but I only find BEST_ASK1 / BEST_ASIZ1 / BEST_BID1 / BEST_BSIZ1. Are there more pairs available?
2. And I need an FID about trading status (halt / suspend / normal) but don't find any in the realtime data. So is such FID available?
Thanks a lot.
Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
-AHS
Hi,
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
EMA can just provide the fields as is, and it does not generate or change the data. The field you received depending on the data specification for a specific exchange on the Elektron data feed.
As far as I understand
FID 131 (PRC_QL2) can be used to determine the trading status of the instrument on SET as this FID provides granular information.
And you may open enumtype.def file to check the possible enum value for the fid.
Anyway, I would suggest you open a ticket with the data support team to confirm the data spec.
https://my.refinitiv.com/content/mytr/en/helpandsupport.html
