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