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Historical Pricing API - Qualifiers & Off Book trades
Hello! I am implementing a service in Java in which I am taking time and sales/trade events data from the Historical Pricing API and taking only the relevant data from them, and I ran into some unknowns that I cannot find the answer for: 1. The API seems to give me all the trades, the off book ones as well. How exactly can…
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What is the source of the KOSPI ELIGBL_TRD field
For the Korea stock exchange, the KOSPI market and for equities, there is a field "ELIGBL_TRD" (FID: 12840) that reports whether the last trade can populate the open etc. What is the source of this field? Does it originate from the exchange, or is it a refinitiv enriched field based on another one, and if so what is the…
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refinitiv in excel
hi, I have created a formula for the last trade prices, but I can't make the interval show in seconds instead of minutes. Is there any way to do this? =@RHistory($A$2:$A$15,"TRDPRC_1.Timestamp;TRDPRC_1.Close;TRDPRC_1.Open","START:"&$C$3&" END:"&$D$3&" CODE:SEDOL INTERVAL:1M",,"TSREPEAT:NO CH:IN;Fd",D8)
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Is there an end of life date for PTFA (TOF trade adapter) v 1.9.6.2?
Is there an end of life date for PTFA (TOF trade adapter) v 1.9.6.2?
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How do I setup Excel to pull in quotes and trade with Redi?
We are a commodity trading company that started using Redi and would like to use excel to managed GTC standing offers for customers and trade our position and purchases. Can someone help with the formulas or the how to an setting up excel for both parts? One, with getting the quotes and actions to trade from excel, and…
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How to access trade flow data via API?
Hello, How am I able to access the Trade Flows data (specifically coal & iron ore) via an API? e.g. through Python or an ETL. And what API options are available? Thanks
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MBO stream receiving MBO orders but not receiving Trades
Hi, We do receive MBO order data, when requesting for RICs under a chained RIC. However we do not receive any trade activity flowing in at all. We did wait for the end of trading day before making the analysis, so there should be some trades happening at least. Am I missing something? { "ID": 3, "Domain": "MarketByOrder",…
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Trade condition / type for Shanghai
I am getting marketdata for Shanghai using the RFA API but it seems that trades do not have any conditions / trade flags published on the trade updates. In the REFRESH_RSP I get: FIELD_ENTRY 13432/TR_TRD_FLG: OB (1) But any subsequent UPDATE_RESP does not have this field Is the flag only updated if it happens to change?
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Sequences of trades/quotes/market updates within the same nanosecond
I'm looking at both the refinitiv real time SDK and the CSV per-exchange data. I see a few cases where (on LSE) we see this sequence of events: market status - opening auction ...events trade (MMT class implies it's outside of opening auction) market status - normal trading The sequence of events as delivered to our…
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Trades - Realtime - RFA.NET Sample
Hello, Is there a Sample on how do we subscribe to Realtime trades (Domain - Request - Response) ? For example, I need to Subscribe to RIC: COMI.CA - Market Trades to receive below data: API: RFA.NET Service: ELEKTRON_DD Language: C# (.NET) Thanks,
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Determining UTC datetime from QUOTE_DATE/TRADE_DATE and QUOTIM/SALTIM
We use Refinitiv RTO data for global strategies, so we need last trade and quote times in UTC. The SALTIM and QUOTIM fields are in UTC, but unfortunately, the TRADE_DATE and QUOTE_DATE fields are not UTC. They represent the "trading date," so for exchanges that are open across UTC midnight, these date fields roll over…
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In CompositeExtractionRequest TRADEDATE is null for ISIN
Hallo All, I have below CompositeExtractionRequest extraction request where when requested for ISIN some values return with TRADE date and also values for rest of the field but some without any TRADE date and rest of the field also return nulls without ISIN. It returns values ony with Ric and Contributor Code. What is the…
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How to filter trade date for CompositeExtractionRequest
Hallo All, I have below CompositeExtractionRequest where i want to fetch the response on specific date based on trade date. So i want to get the data from 01.07.2022, 02.07.2022 and 06.07.2022 and i want to filter this with trade date. How to specify this filter in the extraction request ? requestHeaders = { "Prefer":…
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Getting started with Cash RFQ integration- what does the onboarding process look like?
What has to be done?
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Datascope Rest API-Trade date is Null
Hi,When I requested SOFR TERM in the API, only the Trade date was NULL. Why is this? { "@odata.context": "https://selectapi.datascope.refinitiv.com/RestApi/v1/$metadata#DataScope.Select.Api.Extractions.ExtractionRequests.ExtractionResult", "Contents": [ { "IdentifierType": "Ric", "Identifier": ".SR1M", "RIC": ".SR1M",…
