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Fields Description

Hi team,

We are now trying to get L2 market data via API SDK.

Getting quote-time, we received those fields in response. Kindly provide descriptions for those following fields:

TRDPRC_1, TRDPRC_2, TRDPRC_3, TRDPRC_4, TRDPRC_5

VALUE_TS1, ..., VALUE_TS5

VALUE_DT1, ..., VALUE_DT5

May you help to explain what is the difference for each fields (field 1 to field 5 for each type)?

Thanks & Regards,

Vuong


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@vuonghoang

Hi,

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AHS

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Thanks,
AHS

1 Answer

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Thanks for reaching out to us.

These are ripple fields.

!
!ACRONYM    DDE ACRONYM          FID  RIPPLES TO  FIELD TYPE     LENGTH  RWF TYPE   RWF LEN
!-------    -----------          ---  ----------  ----------     ------  --------   -------
!
TRDPRC_1   "LAST"                   6  TRDPRC_2    PRICE              17  REAL64           7
!
! Last trade price or value.
!
TRDPRC_2   "LAST 1"                 7  TRDPRC_3    PRICE              17  REAL64           7
TRDPRC_3   "LAST 2"                 8  TRDPRC_4    PRICE              17  REAL64           7
TRDPRC_4   "LAST 3"                 9  TRDPRC_5    PRICE              17  REAL64           7
TRDPRC_5   "LAST 4"                10  NULL        PRICE              17  REAL64           7

The Ripple functionality normally applies to fields like TRDPRC - where the fields TRDPRC_1 to TRDPRC_5 represent the last 5 most recent trade prices. As new trades occurs, the previous 4 trade prices get rippled down.

You can also refer to the Data Model Discovery tool to get definitions of fields.

1669275950925.png

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


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Noted on that. Thanks for your support.

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