question

Upvotes
Accepted
s61670 avatar image
89 ●13 ●21 ●24

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


tick-history-rest-apitradevolume
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.

zoya faberov avatar image   zoya faberov

Hello @s61670,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

1 Answer

· Write an Answer
Upvote
Accepted
zoya faberov avatar image
32.2k ●40 ●11 ●20

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.

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.

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.