question

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Why TR_TRD_FLG value doubled quoted in TRTH normalized

We noticed that only TR_TRD_FLG value is doubled quoted, see below example:

"R[ACT_FLAG1];R[CONDCODE_1];[CONDCODE_2];N [ELIGBL_TRD];Off Book Trades[USER];""RX ""[TR_TRD_FLG];45------MP----[MMT_CLASS]"

Are there reasons for that?

Also some values are white space trimmed (like ACT_FLAG1), while some others are not (N [ELIGBL_TRD]). Just curious why it's this way.

Thanks


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1 Answer

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@jzhao

I checked and found that the double quotes of [TR_TRD_FLG] could be a bug in the API. I found a similar case raised by another client.

You can raise this issue to the Refinitiv Tick History Support team directly via MyRefinitiv to verify this problem.

These fields are real-time fields. Their definitions are defined in the Data Model Discovery.

The ELIGBL_TRD and TR_TRD_FLG are enumeration fields. Their values could be:

ELIGBL_TRD 12840
!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0        "   "   undefined
      1        "Y  "   Last Trade is eligible
      2        "N  "   Last Trade is ineligible


TR_TRD_FLG 13432
CAN_TRTFLG 13489
!
! VALUE      DISPLAY   MEANING
! -----      -------   -------
      0      "     "   undefined
      1      "OB   "   Order Book
      2      "OH   "   Order Book - Hidden
      3      "AU   "   Auction Trades
      4      "DK   "   Dark order book trades
      5      "RX   "   Real time On exchange reported trades

I think this is why there are spaces in their values.


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Hi Jirapongse,

I opened a support ticket Case : 11347932, and it's still open and I'm awaiting the answer. Thank you.