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okatz avatar image
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What does the fields 'PRIMACT_1', 'MID_PRICE', 'CLOSE_BID', 'CLOSE_ASK' and 'HST_CLOSE' show?

Hi developers

What does the fields 'PRIMACT_1', 'MID_PRICE', 'CLOSE_BID', 'CLOSE_ASK' and 'HST_CLOSE' show?

I have to get the details Last Trade Price, Close price of previous day , close ask and close bid of previous day.

I was consulting some expert from Refinitiv they gave me hints to check these fields (OMM stream)

on run-time websocket provides:

[REFINITIV] {'BID': 19146.68, 'PRIMACT_1': 19146.68, 'ASK': 19187.09, 'MID_PRICE': 19166.89, 'QUOTIM': '13:25:14', 'QUOTIM_MS': 48314951} ; BTCUSD

or

 {'PRIMACT_1': 19165} ; for  BTCc1

now previous day values seams to be available only on Refresh message with snap-shot. 

   Instrument  HST_CLOSE      BID      ASK CLOSE_BID CLOSE_ASK  HSTCLSDATE MID_PRICE PRIMACT_1    QUOTIM QUOTIM_MS
0        BTC=   19058.98  19164.0  19174.0  19058.98  19080.64  2022-09-27   19169.0   19164.0  13:25:00  48300572


can someone explain what exactly each field meaning ?

Thanks

Ori

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wasin.w avatar image   wasin.w

Hello @okatz

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

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

4 Answers

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Jirapongse avatar image
78.8k ●250 ●52 ●74

@okatz

Thanks for reaching out to us.

You can also refer to the Data Model Discovery tool on the Refinitiv Developer Website.

Data model Discovery is a powerful yet intuitive tool that allows users to explore and understand Refinitiv Real-Time Data Models, Field Definitions, and Field Updating Behaviours.

1664415857626.png

To learn more about Data Model Discovery and many other useful functions, please refer to our Quick Start Guide and How-to Video.

For example, the value of the CONTEXT_ID field of BTC= is 3312.

You can use this context ID to search for the template in the Data Model Discovery tool. For example, the context ID 3321 is 3312 - FX Alliance LLC (FXall) FX Spot [Refinitiv Real-Time/Misc.].

Then, you check filed descriptions on that template.

1664416115222.png

Please feel free to reach out if you have any further questions.


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okatz avatar image okatz

Thanks Jirapongse and Gurpreet

I could not operate with the resources you gave me, can you instruct me - step by step how to get the exact details about what is the exact meaning of the value in each of the fields HST_CLOSE, HSTCLSDATE, CLOSE_BID, CLOSE_ASK, MID_PRICE, PRIMACT_1? can I get the exact date and UTC time when each field was set?


The interface of Data Model Discovery tool is too complicated and I could not find the fields in question on RDM Field Dictionary .


Thanks for advance

Ori Kovacsi Katz

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Gurpreet avatar image
22k ●58 ●14 ●21

Hi @okatz,

You can see some basic description of these data fields in the RDM Field Dictionary. The exact type of data carried can depend on multiple other fields as well. For e.g. the type of pricing data in PRIMACT_1 is indicated by another field - ACT_TP_1, which is enumerated and defined here.

It is best to contact Refinitiv support at my.refinitiv.com and directly speak with a content expert, since the data and indication will vary depending on the asset calss that you are requesting.


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Jirapongse avatar image
78.8k ●250 ●52 ●74

@okatz

The followings are the definitions of those fields in the RDMFieldDictionary file.

 
HST_CLOSE  "HISTORIC CLOSE"        21  NULL        PRICE              17  REAL64           7
!
! Historical unadjusted close or settlement price.
!
HSTCLSDATE "HIST CLOSE DATE"       79  NULL        DATE               11  DATE             4
!
! Date of the most recent non-zero unadjusted closing price as held in HST_CLOSE FID 
! 21.
!
CLOSE_BID  "CLOSE BID"             60  NULL        PRICE              17  REAL64           7
!
! Last bid price of the day.
!
CLOSE_ASK  "CLOSE ASK"             61  NULL        PRICE              17  REAL64           7
!
! Last ask price of the day.
!
MID_PRICE  "MID-PRICE"            134  NULL        PRICE              17  REAL64           7
!
! The mid-price between the bid and ask prices.
!
PRIMACT_1  "PRIM ACT 1"           393  PRIMACT_2   PRICE              17  REAL64           7
!
! Primary last activity fields the most recent held in PRIMACT_1.
!

You can date from VALUE_DT1 field and times from time fields, such as QUOTIM_MS.

As mentioned by my colleague, it is better to contact Refinitiv content support at my.refinitiv.com and directly speak with a content expert, since the data and indication will vary depending on the asset class that you are requesting.

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okatz avatar image okatz

Thanks

There is a nuance I must understand more accurately:

I understood QUOTIM_MS is the time of current bid/ask entries, it does not represent time of HISTORIC CLOSE, what are the times of HST_CLOSE, CLOSE_BID, CLOSE_ASK, MID_PRICE and PRIMACT_1 ?


How can I get these values setting timing?


Thanks

Ori

Jirapongse avatar image Jirapongse okatz

@okatz

As this forum is more for programming-type queries, rather than content queries, I would recommend you raise a 'I need help understanding content within the product' ticket with our helpdesk. That way a Content specialist can work closely with you and verify the assumption.


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okatz avatar image
3 ●4 ●6 ●10

thanks Jirapongse

I asked on the support but didn't get a resolution for my companies need.

apparently only "Hist Close Date" available.

when one of the other fields is <N.A> the latest update is older time then last update but no date and time for CLOSE_ASK , CLOSE_BID , MID_PRICE , PRIMACT_1. This missing date makes it difficult to keep track on fields date and time of update.

I have to put a warning statement on my application documentation that tease fields may be inaccurate as they represent a different date than date on the record I update on my distribution

to clients (HSTCLSDATE ).


Thanks any way

Ori

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