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getting value in TRADE_DATE without value in TRDPRC_1

getting value in TRADE_DATE without value in TRDPRC_1.

I tried this for the ticker "AEGN.DE".

What does TRADE_DATE means without TRADE PRICE ?

treprfarfa-apidata
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Hello @Bhimrao.Ghule

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS


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@Bhimrao.Ghule

I am not sure when you subscribed to this RIC and got this data.

From my checking, the TRDPRC_1 field has been set to <blank data> due to the closing run on 2021-06-09T02:35:01.045925761Z GMT. The closing run message also updated the HST_CLOSE, ADJUST_CLS, and HSTCLSDATE fields.

/AEGN.DE,Market Price,2021-06-09T02:35:01.045925761Z,+2,Raw,UPDATE,CLOSING_RUN,,,,4018,,3070,,183
,,,,FID,25,,ASK,,
,,,,FID,31,,ASKSIZE,,
...
...
,,,,FID,6,,TRDPRC_1,,
,,,,FID,730,,BEST_BSIZ1,,
...
,,,,FID,21,,HST_CLOSE,3.777,
...
,,,,FID,1465,,ADJUST_CLS,3.777,
..
,,,,FID,79,,HSTCLSDATE,2021-06-08,
..

However, the value of TRADE_DATE was still the same which is 2021-06-08. I assume the TRADE_DATE field will be updated when there is the first trade on 2021-06-09.

Therefore, if you subscribed to this RIC after 2021-06-09T02:35:01.045925761Z (the closing run) but before the first trade on 2021-06-09, you will get the refresh message which contains <blank data> in the TRDPRC_1 and "2021-06-08" in the TRADE_DATE.

However, you can directly contact the content support team via MyRefinitiv to verify it.

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@Bhimrao.Ghule

Typically, the TRADE_DATE field is in the refresh message.

If you don't see the TRADE_DATE in the update message, it means the value is still the same.

For example, the refresh message contains the following fields.

        FieldList FieldListNum="2" DictionaryId="1"
            FieldEntry fid="1" name="PROD_PERM" dataType="UInt" value="9573"
            FieldEntry fid="2" name="RDNDISPLAY" dataType="UInt" value="142"
            FieldEntry fid="3" name="DSPLY_NAME" dataType="Rmtes" value="PTT/d"
            FieldEntry fid="4" name="RDN_EXCHID" dataType="Enum" value="158"
            FieldEntry fid="5" name="TIMACT" dataType="Time" value="08:16:02:000:000:000"
            FieldEntry fid="6" name="TRDPRC_1" dataType="Real" value="41.00"
            FieldEntry fid="7" name="TRDPRC_2" dataType="Real" value="41.00"
            FieldEntry fid="8" name="TRDPRC_3" dataType="Real" value="41.00"
            FieldEntry fid="9" name="TRDPRC_4" dataType="Real" value="41.00"
            FieldEntry fid="10" name="TRDPRC_5" dataType="Real" value="41.00"
            FieldEntry fid="11" name="NETCHNG_1" dataType="Real" value="0.50"
            FieldEntry fid="12" name="HIGH_1" dataType="Real" value="41.25"
            FieldEntry fid="13" name="LOW_1" dataType="Real" value="40.75"
            FieldEntry fid="14" name="PRCTCK_1" dataType="Enum" value="1"
            FieldEntry fid="15" name="CURRENCY" dataType="Enum" value="764"
            FieldEntry fid="16" name="TRADE_DATE" dataType="Date" value="09 JUN 2021"

The TRADE_DATE in the refresh message is "09 JUN 2021".

Then, the update message has the following fields without TRADE_DATE:

       FieldList
            FieldEntry fid="22" name="BID" dataType="Real" value="40.75"
            FieldEntry fid="436" name="BEST_BID1" dataType="Real" value="40.75"
            FieldEntry fid="30" name="BIDSIZE" dataType="Real" value="5878400"
            FieldEntry fid="730" name="BEST_BSIZ1" dataType="Real" value="5878400"
            FieldEntry fid="3855" name="QUOTIM_MS" dataType="UInt" value="29851977"
            FieldEntry fid="1025" name="QUOTIM" dataType="Time" value="08:17:31:000:000:000"
            FieldEntry fid="5" name="TIMACT" dataType="Time" value="08:17:32:000:000:000"
            FieldEntry fid="1067" name="EXCHTIM" dataType="Time" value="08:17:31:000:000:000"
            FieldEntry fid="6" name="TRDPRC_1" dataType="Real" value="41.00"
            FieldEntry fid="11" name="NETCHNG_1" dataType="Real" value="0.50"
            FieldEntry fid="14" name="PRCTCK_1" dataType="Enum" value="1"
            FieldEntry fid="18" name="TRDTIM_1" dataType="Time" value="08:17:31:000:000:000"
            FieldEntry fid="25" name="ASK" dataType="Real" value="41.00"
            FieldEntry fid="31" name="ASKSIZE" dataType="Real" value="5064500"
            FieldEntry fid="32" name="ACVOL_1" dataType="Real" value="26142800"
            FieldEntry fid="56" name="PCTCHNG" dataType="Real" value="1.23"
            FieldEntry fid="77" name="NUM_MOVES" dataType="Real" value="2382"
            FieldEntry fid="100" name="TURNOVER" dataType="Real" value="1070989.825"
            FieldEntry fid="178" name="TRDVOL_1" dataType="Real" value="100"
            FieldEntry fid="374" name="IRGCOND" dataType="Enum" value="0"

It means that the value of TRADE_DATE hasn't been changed, it is still "09 JUN 2021".

You will see the TRADE_DATE field in the update message when its value has been changed.

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@jirapongse.phuriphanvichai : I think, we misunderstood something here.

I agreed that, we can have only trade price(TRDPRC_1) without TRADE_DATE as DATE has not been changed. but still I did not understand TRADE_DATE without TRDPRC_1.

Does it mean that price has not been changes, but date is changed ?

/Bhimrao.

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@Bhimrao.Ghule

Can you provide the value in TRADE_DATE and time with timezone when the problem occurred? I would like to verify it.

Upvotes
383 7 13 15

I got below message for AEGN.DE delayed value.


PROD_PERM 4018

RDNDISPLAY 116

DSPLY_NAME AEGON/d

RDN_EXCHID GER(202)

TIMACT <blank data>

TRDPRC_1 <blank data>

TRDPRC_2 <blank data>

TRDPRC_3 <blank data>

TRDPRC_4 <blank data>

TRDPRC_5 <blank data>

NETCHNG_1 <blank data>

HIGH_1 <blank data>

LOW_1 <blank data>

PRCTCK_1 <blank data>

CURRENCY EUR(978)

TRADE_DATE 08 JUN 2021

ACTIV_DATE 08 JUN 2021

TRDTIM_1 15:35:45:000:000:000

OPEN_PRC <blank data>

HST_CLOSE 3.7770

BID <blank data>

ASK <blank data>

NEWS YYYY

NEWS_TIME 18:47:50:000:000:000

BIDSIZE <blank data>

ASKSIZE <blank data>

ACVOL_1 <blank data>

EARNINGS 0.14

YIELD 3.177

PERATIO 27.08

DIVIDENDTP OD(22)

DIVPAYDATE 07 JUL 2021

EXDIVDATE 07 JUN 2021

TRD_UNITS 4DP (4)

LOT_SIZE 1

PCTCHNG <blank data>

CLOSE_BID 3.7690

CLOSE_ASK 3.9980

DIVIDEND 0.12

UPLIMIT <blank data>

LOLIMIT <blank data>

NUM_MOVES <blank data>

OFFCL_CODE A0JL2Y

HSTCLSDATE 08 JUN 2021

YRHIGH 4.3040

YRLOW 1.9970

EPYHSTCLOS 3.2440

TURNOVER <blank data>

YCHIGH_IND <blank data>

YCLOW_IND <blank data>

CUM_EX_MKR <blank data>

PRC_QL_CD <blank data>

PRC_QL2 D15(164)

MID_PRICE <blank data>

TRDVOL_1 <blank data>

NO_BUYERS <blank data>

NO_SELLERS <blank data>

LOT_SIZE_A 1.0000

RECORDTYPE 113

HIGH_TIME <blank data>

LOW_TIME <blank data>

BID_TONE <blank data>

ASK_TONE <blank data>

YRHIGHDAT 10 MAR 2021

YRLOWDAT 24 SEP 2020

IRGPRC <blank data>

IRGVOL <blank data>

IRGCOND <blank data>

TIMCOR <blank data>

SALTIM <blank data>

TNOVER_SC x1000(4)

BCAST_REF AEGN.AS

BEST_BSIZ1 <blank data>

BEST_ASIZ1 <blank data>

LONGLINK1 <blank data>

LONGLINK2 <blank data>

OFF_CD_IND WRT(29)

HST_CLOSE2 <blank data>

BKGD_REF ****

ACT_FLAG1 <blank data>

ACT_FLAG2 <blank data>

ACT_FLAG3 <blank data>

ACT_FLAG4 <blank data>

ACT_FLAG5 <blank data>

GEN_VAL1 <blank data>

SEQNUM <blank data>

QUOTIM <blank data>

OFF_CD_IN2 ISN(25)

OFFC_CODE2 NL0000303709

EXCHTIM <blank data>

PREF_DISP 8651

VOL_X_PRC1 <blank data>

ADJUST_CLS 3.7770

STOCK_TYPE <blank data>

RDN_EXCHD2 GER(202)

CP_ADJ_FCT <blank data>

CP_ADJ_DAT <blank data>

YR_PCTCH 16.43

EPYR_PCTCH -21.30

BASE_PRC1 <blank data>

PREV_DISP 2009

52WK_HIGH 4.3040

52WK_LOW 1.9970

CLASS_CODE <blank data>

OFF_CLOSE <blank data>

QUOTE_DATE <blank data>

TRDVOL_2 <blank data>

TRDVOL_3 <blank data>

TRDVOL_4 <blank data>

TRDVOL_5 <blank data>

VWAP <blank data>

PROV_SYMB 2506259

52W_HDAT 10 MAR 2021

52W_HIND <blank data>

52W_LDAT 24 SEP 2020

52W_LIND <blank data>

BID_ASK_DT 08 JUN 2021

ISIN_CODE NL0000303709

MARKET_ID <blank data>

MNEMONIC AEND

MKT_SECTOR <blank data>

MKT_SEGMNT 003

PERIOD_CDE 1

TRDTIM_MS <blank data>

SALTIM_MS <blank data>

QUOTIM_MS <blank data>

TIMCOR_MS <blank data>

SEQ_NO <blank data>

AUC_BIDSIZ <blank data>

AUC_ASKSIZ <blank data>

AUC_BID <blank data>

AUC_ASK <blank data>

OPN_AUC <blank data>

INT_AUC <blank data>

CLS_AUC <blank data>

OPN_AUCVOL <blank data>

INT_AUCVOL <blank data>

CLS_AUCVOL <blank data>

OFFBK_VOL <blank data>

PDTRDPRC <blank data>

PREDAYVOL <blank data>

PDTRDDATE <blank data>

TRADE_ID <blank data>

IND_AUC <blank data>

IND_AUCVOL <blank data>

MKT_STATUS <blank data>

MARKET <blank data>

CLR_HOUSE <blank data>

TRD_TYPE 0

EXCHCODE 54107

OFFBK_PRC <blank data>

IPO_PRC <blank data>

EXCH_VOL <blank data>

FUTURES <blank data>

OPTIONS <blank data>

NEWSTM_MS <blank data>

IMB_SH <blank data>

IMB_SIDE <blank data>

IRGDATE <blank data>

TRD_SES_ME 3

TRD_IND_1 <blank data>

TRD_IND_2 <blank data>

TRD_IND_3 <blank data>

TRD_IND_4 <blank data>

TRD_IND_5 <blank data>

LSTSALCOND <blank data>

IRGSALCOND <blank data>

MID_PRICE1 <blank data>

MKOA_TONE <blank data>

MKOB_TONE <blank data>

OFFBK_DATE <blank data>

OFFBK_TIM <blank data>

DIV_CURR EUR(978)

CONTEXT_ID 1084

IRG_TRDID <blank data>

PRC_TICK <blank data>

SUS_DATE <blank data>

VWAP_VOL <blank data>

VWAP_TN <blank data>

HIGH_T_MS <blank data>

LOW_T_MS <blank data>

IRG_SEQNO <blank data>

DDS_DSO_ID 12406

BR_LINK1 <blank data>

BR_LINK2 <blank data>

SPS_SP_RIC .[SPSCDSEM0202

NO_BIDORD1 <blank data>

NO_ASKORD1 <blank data>

TRVOLOFFBK <blank data>

CAN_PRC <blank data>

CAN_VOL <blank data>

CAN_COND <blank data>

CAN_COND_N <blank data>

CAN_TRD_ID <blank data>

REPORT_VOL <blank data>

MIC_CODE XETB

TRD_STATUS N (1)

OFF_CLS_DT <blank data>

FST_TRD_DT 13 MAR 2007

DELBY_DT <blank data>

PDACVOL <blank data>

OF_NUM_MOV <blank data>

MAX_ORD_SZ <blank data>

MIN_ORD_SZ <blank data>

RFQ_SIZE <blank data>

ELG_NUMMOV <blank data>

DRK_TRDVOL <blank data>

DRK_NUMMOV <blank data>

SRC_SEQNM 23604

TICK_VAL 1.0000

OFFBK_TNOV <blank data>

ALT_CLOSE <blank data>

SEE_RIC <blank data>

BCASTREF32 <blank data>

TRDAUCTP_N <blank data>

ASK_TONE1 <blank data>

BID_TONE1 <blank data>

XMIC_CODE XETR

DRKSALCOND <blank data>

TICK_SZIDX 38

OFFBK_CD_N <blank data>

PD_SALCOND <blank data>

MKT_TIER LUX0

MMT_CLASS <blank data>

INST_CLA_N CS

RCS_AS_CL2 <blank data>

NA_MSG_TYP <blank data>

OFFBKTRDID <blank data>

PD_TRDID <blank data>

PERIOD_CD2 1

INS_TRDID <blank data>

DRK_TRDID <blank data>

UN_IDX_RIC ****

SRC_SYMB 2506259

SECTR_DESC <blank data>

INST_PHASE <blank data>

INSTIM_MS <blank data>

IRGTIM_MS <blank data>

DRK_DATE <blank data>

SRC_ES_DT <blank data>

DRK_PRC <blank data>

DRK_MINOSZ <blank data>

MMT_VER 3.04

PRE_10T141 <blank data>

PRE_10T143 <blank data>

PRE_10T147 <blank data>

PRE_10T148 <blank data>

AGGRS_SID1 <blank data>

AGGRS_SID2 <blank data>

AGGRS_SID3 <blank data>

AGGRS_SID4 <blank data>

AGGRS_SID5 <blank data>

PRC_TCK_TP DYN(2)

ELIGBL_TRD <blank data>

RFQ_SIDE <blank data>

CLR_OBL_FL 2

LIQIND_INS <blank data>

PRE_1ET335 <blank data>

PRE_1ET336 <blank data>

TR_TRD_FLG <blank data>

CB_STATUS <blank data>

CAN_TRTFLG <blank data>

INGEST_TM <blank data>

INGEST_DT <blank data>

PDTRDTM_MS <blank data>

INDAUC_MS <blank data>

OFF_CLS_MS <blank data>

ASK_TIM_NS <blank data>

BID_TIM_NS <blank data>

QUOTIM_NS <blank data>

SALTIM_NS <blank data>

IRGTIM_NS <blank data>

OFBKTIM_NS <blank data>

CAN_TIM_NS <blank data>

DRKTIM_NS <blank data>

PDTRDTM_NS <blank data>

SRC_ES_NS <blank data>

OFF_CLS_NS <blank data>

RFQ_TIM_NS <blank data>

INDAUC_NS <blank data>

DRK_ACVOL <blank data>

ELG_ACVOL <blank data>

VEH_PERMID <blank data>

DRK_TNOV <blank data>

ELG_TNOV <blank data>

EX_VOL_UNS <blank data>

TRNOVR_UNS <blank data>

ACVOL_UNS <blank data>

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