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s61670 avatar image
89 ●9 ●16 ●18

trade bid and ask

Help with understanding.

There are two examples.

I need to understand trade by ask or bid

I want to count VOL ACCUMULATED of ASK trade and VOL ACCUMULATED of BID trade. How do I correctly identify FID 178 (this is bid or ask)?

the support service usually gives the FID dictionary, but I don't understand how it is correct to identify ask_trade and bid_trade to understand which quantity in the FID 32 is ask_trade and which quantity is bid_trade

1.

ECSSZ9,Market Price,2009-09-20T17:00:24.752509000-05,Raw,UPDATE,UNSPECIFIED,,,,115,,7312,,6
,,,FID,25,,ASK,1.4694,
,,,FID,22,,BID,1.4693,
,,,FID,30,,BIDSIZE,1,
,,,FID,31,,ASKSIZE,10,
,,,FID,379,,SALTIM,22:00:24.000000000,
,,,FID,1021,,SEQNUM,359,
ECSSZ9,Market Price,2009-09-20T17:00:25.128488000-05,Raw,UPDATE,UNSPECIFIED,,,,115,,7342,,15
,,,FID,5,,TIMACT,22:00:00.000000000,
,,,FID,18,,TRDTIM_1,22:00:00.000000000,
,,,FID,379,,SALTIM,22:00:24.000000000,
,,,FID,6,,TRDPRC_1,1.4693,
,,,FID,393,,PRIMACT_1,1.4693,
,,,FID,270,,ACT_TP_1,2,#20DE#
,,,FID,280,,SC_ACT_TP1,2," -"
,,,FID,11,,NETCHNG_1,-0.0027,
,,,FID,275,,SEC_ACT_1,-0.0027,
,,,FID,14,,PRCTCK_1,1,#DE#
,,,FID,178,,TRDVOL_1,1,
,,,FID,32,,ACVOL_1,180,
,,,FID,77,,NUM_MOVES,25,
,,,FID,1021,,SEQNUM,369,
,,,FID,56,,PCTCHNG,-0.18,

2.

ECSSZ9,Market Price,2009-09-20T17:00:03.892445000-05,Raw,UPDATE,UNSPECIFIED,,,,115,,6910,,6
,,,FID,25,,ASK,1.4696,
,,,FID,22,,BID,1.469,
,,,FID,30,,BIDSIZE,1,
,,,FID,31,,ASKSIZE,20,
,,,FID,379,,SALTIM,22:00:03.000000000,
,,,FID,1021,,SEQNUM,214,
ECSSZ9,Market Price,2009-09-20T17:00:04.514500000-05,Raw,UPDATE,UNSPECIFIED,,,,115,,6926,,15
,,,FID,5,,TIMACT,22:00:00.000000000,
,,,FID,18,,TRDTIM_1,22:00:00.000000000,
,,,FID,379,,SALTIM,22:00:04.000000000,
,,,FID,6,,TRDPRC_1,1.469,
,,,FID,393,,PRIMACT_1,1.469,
,,,FID,270,,ACT_TP_1,3,#20FE#
,,,FID,280,,SC_ACT_TP1,2," -"
,,,FID,11,,NETCHNG_1,-0.003,
,,,FID,275,,SEC_ACT_1,-0.003,
,,,FID,14,,PRCTCK_1,2,#FE#
,,,FID,178,,TRDVOL_1,1,
,,,FID,32,,ACVOL_1,167,
,,,FID,77,,NUM_MOVES,20,
,,,FID,1021,,SEQNUM,226,
,,,FID,56,,PCTCHNG,-0.2,


Which FID to focus on to understand where the deal is done by bid or by ask


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1 Answer

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zoya faberov avatar image
30.1k ●34 ●11 ●17

Hello @s61670,

From my understanding of the below information in RDMFieldDictionary:

TRDVOL_1   "TRADE VOL"            178  TRDVOL_2    INTEGER            15  REAL64           7
!
! Number of shares, lots or contracts  traded in the most recent transaction, the 
! transaction price reported in TRDPRC_1.
!

TRDVOL_1, fid 178 reflects neither BID nor ASK. It reflects the transaction price TRDPRC_1

Same is true for

ACVOL_1    "VOL ACCUMULATED"       32  NULL        INTEGER            15  REAL64           7
!
! Accumulated number of shares, lots or contracts traded according to the market 
! convention

Accumulated number of shares TRADED, rather then quoted,

To help identify the content that you are looking for, the best way, as a customer, is to contact Refinitiv Helpdesk Online -> Content directly.

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