Which time field shows me a change in "BID", "ASK" or "TRDPRC_1"? Several time fields are sent in...

Which time field shows me a change in "BID", "ASK" or "TRDPRC_1"? Several time fields are sent in a quote, which of these fields shows me when e.g. who changed BID, ASK or TRDPRC_1 ? As an example with the quote TSLA.O (on the Nasdaq)

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nick.zincone

Hi @Juergen Burkart

Subscribing to our market data services is usually the best way to view the list of fields that are associated with a quote and trade update - which I believe you already observed. I would suggest you reach out to the Refinitiv Helpdesk - they will likely involve a content specialist and provide these details.

That being said, when subscribing to Nasdaq data, I observed the following:

Quote Update

QUOTIM_MS (FID 3855) Time of best bid/ask quote update in milliseconds
QUOTIM (FID 1025) Quote time given in seconds.

Trade Update

The time and trade logic depends on the type of trade, for example, if the trade is LPE (Last Price Eligible). Some of the historical time fields include:

SALTIM_MS (FID 3854) Time of the last trade with precision in milliseconds
SALTIM (FID 379) Time of the last trade with precision in seconds
IRGTIM_MS (FID 9063) Time of correction in milliseconds
IRGTIM (FID 6695) The time of an irregular price update

Note: The above descriptions are taken from the Data Dictionary.

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