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RFA Trade exchange code for European market

Use RFA java to subscribe to VOD.L My application currently look for FID RDN_EXCHD2,GV5_TEXT,IRG_EXID,IRGXID to figure out at which exchange a trade has occurred.

Here I provide two trade update received.


Message 1:

In the following trade update message, none of the above FIDs are available. By looking at the data, it appears 8519/TRD_P_XID: XOFF, or 1036/GV6_TEXT: XOFF could do the job.

But Data Model Discovery for LSE does not mention RTD_P_XID at all: https://refinitiv.fixspec.com/stack/specs/elektron/emea/united-kingdom-london-stock-exchange-lse/6-1-8/1885-london-stock-exchange-lse-equities-etf-and-orb-ertequities



Msg Type: MsgType.UPDATE_RESP

Msg Model Type: MARKET_PRICE

Indication Flags: DO_NOT_CONFLATE

Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM

SeqNum: 43598

RespTypeNum: 2 (TRADE)

Payload: 360 bytes

FIELD_LIST

FIELD_ENTRY 8519/TRD_P_XID: XOFF

FIELD_ENTRY 1069/CONDCODE_2:

FIELD_ENTRY 975/ACT_FLAG1: T

FIELD_ENTRY 32694/LTNOV_UNS: 1143362553.48

FIELD_ENTRY 12840/ELIGBL_TRD: N (2)

FIELD_ENTRY 14266/SALTIM_NS: 15:58:43

FIELD_ENTRY 1028/GV1_DATE: 17 AUG 2020

FIELD_ENTRY 9065/OFBKTIM_MS: 57523000

FIELD_ENTRY 9302/SRC_ES_DT: 17 AUG 2020

FIELD_ENTRY 1021/SEQNUM: 254595

FIELD_ENTRY 1068/CONDCODE_1: T

FIELD_ENTRY 8537/OFFBK_CD_N:

FIELD_ENTRY 77/NUM_MOVES: 8817

FIELD_ENTRY 7597/OFFBK_TNOV: 1385.72946

FIELD_ENTRY 1034/GEN_VAL10: 66.97

FIELD_ENTRY 3854/SALTIM_MS: 57523000

FIELD_ENTRY 1036/GV6_TEXT: XOFF

FIELD_ENTRY 5304/OFFBK_DATE: 17 AUG 2020

FIELD_ENTRY 32743/ACVOL_UNS: 35442039

FIELD_ENTRY 14272/OFBKTIM_NS: 15:58:43

FIELD_ENTRY 1067/EXCHTIM: 15:58:43

FIELD_ENTRY 32/ACVOL_1: 35442039

FIELD_ENTRY 3853/TRDTIM_MS: 57523000

FIELD_ENTRY 3900/TRADE_ID: 1043414762576855152

FIELD_ENTRY 1033/GEN_VAL9: 11707809

FIELD_ENTRY 3876/OFFBK_VOL: 11707809

FIELD_ENTRY 379/SALTIM: 15:58:43

FIELD_ENTRY 18/TRDTIM_1: 15:58:43

FIELD_ENTRY 8643/OFFBKTRDID: 1043414762576855152

FIELD_ENTRY 2381/GV1_CURRCY: GBp (2008)

FIELD_ENTRY 14312/SRC_ES_NS: 15:59:31:910:170

FIELD_ENTRY 16/TRADE_DATE: 17 AUG 2020

FIELD_ENTRY 6582/TRVOLOFFBK: 9653517

FIELD_ENTRY 956/QTE_CNT2: 118.042

FIELD_ENTRY 4109/OFFBK_PRC: 118.44

FIELD_ENTRY 3404/VWAP: 118.04200

FIELD_ENTRY 6/TRDPRC_1: 118.44

FIELD_ENTRY 4756/LSTSALCOND:

FIELD_ENTRY 4465/TRD_IND_1: T

FIELD_ENTRY 100/TURNOVER: 4183.65782

FIELD_ENTRY 14/PRCTCK_1: Þ (1)

FIELD_ENTRY 178/TRDVOL_1: 9653517

FIELD_ENTRY 13432/TR_TRD_FLG: RO (7)

FIELD_ENTRY 8582/MMT_CLASS: 46-------P----

FIELD_ENTRY 5290/PCT_OB_VOL: 66.966

FIELD_ENTRY 6842/OFFBKSEQNO: 254595

FIELD_ENTRY 32741/TRNOVR_UNS: 4183657816.09575

FIELD_ENTRY 995/GEN_TEXT16:

FIELD_ENTRY 3859/SEQ_NO: 254595

FIELD_ENTRY 6914/OF_NUM_MOV: 883



Message 2:

In the following message, we have 1035/GV5_TEXT: BTE, 1036/GV6_TEXT: LSE, 8519/TRD_P_XID: BTE

my existing logic will pick LSE as the trade's exchange, but maybe BTE should be the correct value.



Msg Type: MsgType.UPDATE_RESP

Msg Model Type: MARKET_PRICE

Indication Flags: DO_NOT_CONFLATE

Hint Flags: HAS_RESP_TYPE_NUM | HAS_SEQ_NUM

SeqNum: 19838

RespTypeNum: 2 (TRADE)

Payload: 521 bytes

FIELD_LIST

FIELD_ENTRY 6/TRDPRC_1: 117.7600

FIELD_ENTRY 178/TRDVOL_1: 619

FIELD_ENTRY 32/ACVOL_1: 22068305

FIELD_ENTRY 77/NUM_MOVES: 13527

FIELD_ENTRY 14/PRCTCK_1: Þ (1)

FIELD_ENTRY 1021/SEQNUM: 13527

FIELD_ENTRY 3404/VWAP: 118.0171

FIELD_ENTRY 11/NETCHNG_1: -0.9200

FIELD_ENTRY 56/PCTCHNG: -0.775

FIELD_ENTRY 1067/EXCHTIM: 15:17:02

FIELD_ENTRY 18/TRDTIM_1: 15:17

FIELD_ENTRY 996/GEN_VAL1: 117.7600

FIELD_ENTRY 100/TURNOVER: 26.0444

FIELD_ENTRY 16/TRADE_DATE: 17 AUG 2020

FIELD_ENTRY 1665/GN_TX20_1:

FIELD_ENTRY 41/CONTR_MNTH:

FIELD_ENTRY 1666/GN_TX20_2:

FIELD_ENTRY 1036/GV6_TEXT: LSE

FIELD_ENTRY 1668/GN_TX20_4:

FIELD_ENTRY 1035/GV5_TEXT: BTE

FIELD_ENTRY 1667/GN_TX20_3:

FIELD_ENTRY 1037/GV7_TEXT: LSE

FIELD_ENTRY 1038/GV8_TEXT: LSE

FIELD_ENTRY 1051/GV2_DATE: 17 AUG 2020

FIELD_ENTRY 1039/GV9_TEXT: LSE

FIELD_ENTRY 1669/GN_TX20_5:

FIELD_ENTRY 374/IRGCOND: (0)

FIELD_ENTRY 2320/ALIAS: BTE

FIELD_ENTRY 3900/TRADE_ID: 254078890549

FIELD_ENTRY 4465/TRD_IND_1:

FIELD_ENTRY 8519/TRD_P_XID: BTE

FIELD_ENTRY 7598/LST_CLN_PR: 117.7600

FIELD_ENTRY 8539/LCLNPR_SRC: BTE

FIELD_ENTRY 6585/CAN_COND: (0)

FIELD_ENTRY 7/TRDPRC_2: 117.7400

FIELD_ENTRY 10/TRDPRC_5: 117.7000

FIELD_ENTRY 9/TRDPRC_4: 117.7000

FIELD_ENTRY 8/TRDPRC_3: 117.6800

FIELD_ENTRY 3402/TRDVOL_5: 1000

FIELD_ENTRY 3401/TRDVOL_4: 1983

FIELD_ENTRY 3399/TRDVOL_2: 166

FIELD_ENTRY 3400/TRDVOL_3: 513

FIELD_ENTRY 8520/TRD_P_XID2: LSE

FIELD_ENTRY 8521/TRD_P_XID3: LSE

FIELD_ENTRY 8522/TRD_P_XID4: LSE

FIELD_ENTRY 8523/TRD_P_XID5: LSE

FIELD_ENTRY 4466/TRD_IND_2:

FIELD_ENTRY 4468/TRD_IND_4:

FIELD_ENTRY 4469/TRD_IND_5:

FIELD_ENTRY 4467/TRD_IND_3:

FIELD_ENTRY 3854/SALTIM_MS: 55022688

FIELD_ENTRY 8582/MMT_CLASS: 12-------PH---

FIELD_ENTRY 13432/TR_TRD_FLG: OB (1)

FIELD_ENTRY 14266/SALTIM_NS:



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1 Answer

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Hello @chris.xiao,

It seems to exist on Data Model Discovery:

From what I see in RDMFieldDictionary it's also defined as "Venue code that the last update TRDPRC_1 originated from.".

For a definitive view on the content, as well as possible additional insight, may be worthwhile to verify this with Refinitiv Content Helpdesk Online


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