Discover Refinitiv
MyRefinitiv Refinitiv Perspectives Careers
Created with Sketch.
All APIs Questions & Answers  Register |  Login
Ask a question
  • Questions
  • Tags
  • Badges
  • Unanswered
Search:
  • Home /
  • TREP APIs /
  • RFA /
avatar image
Question by chris.xiao · Aug 17, 2020 at 07:25 PM · rfaRFAJeuropean equity

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:



People who like this

0 Show 0
Comment
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

1 Reply

  • Sort: 
avatar image
REFINITIV
Best Answer
Answer by zoya.farberov · Aug 17, 2020 at 07:39 PM

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


fixspec20200817.gif (229.0 KiB)
Comment

People who like this

0 Show 0 · Share
10 |1500 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

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

Watch this question

Add to watch list
Add to your watch list to receive emailed updates for this question. Too many emails? Change your settings >
10 People are following this question.

Related Questions

Exception while accessing RFA View

What is a "closure" in RFA?

Determining Fx Rates

What is the root cause of "Message.isFinal() == true"

Different response for item not available

  • Feedback
  • Copyright
  • Cookie Policy
  • Privacy Statement
  • Terms of Use
  • Careers
  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Spaces
  • Alpha
  • App Studio
  • Block Chain
  • Bot Platform
  • Calais
  • Connected Risk APIs
  • DSS
  • Data Fusion
  • Data Model Discovery
  • Datastream
  • Eikon COM
  • Eikon Data APIs
  • Elektron
    • EMA
    • ETA
    • WebSocket API
  • Legal One
  • Messenger Bot
  • Messenger Side by Side
  • ONESOURCE
    • Indirect Tax
  • Open PermID
    • Entity Search
  • Org ID
  • PAM
    • PAM - Logging
  • ProView
  • ProView Internal
  • Product Insight
  • Project Tracking
  • Refinitiv Data Platform
    • Refinitiv Data Platform Libraries
  • Rose's Space
  • Screening
    • Qual-ID API
    • Screening Deployed
    • Screening Online
    • World-Check One
    • World-Check One Zero Footprint
  • Side by Side Integration API
  • TR Knowledge Graph
  • TREP APIs
    • CAT
    • DACS Station
    • Open DACS
    • RFA
    • UPA
  • TREP Infrastructure
  • TRIT
  • TRKD
  • TRTH
  • Thomson One Smart
  • Transactions
    • REDI API
  • Velocity Analytics
  • Wealth Management Web Services
  • World-Check Data File
  • Explore
  • Tags
  • Questions
  • Badges