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In Time and Sales report, how do we exclude "off book" records?
In the "Qualifiers" column in Time and Sales report, there are some entries which are Off Book Trades. How do we exclude this using the API ? Qualifiers S[ACT_FLAG1];S[CONDCODE_1];[CONDCODE_2];N [ELIGBL_TRD];Off Book Trades[USER];"SI "[TR_TRD_FLG];47------MP----[MMT_CLASS]
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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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NSI - Mkt. Condition - Qualifiers
Using DSS for NSI (XNSE), is there a document with definitions for the qualifiers for the mkt. condition msg types? I do not see them shown in the attached document with the venue specific qualifiers. is there a general qualifiers definitions doc I can reference?
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Implied futures trades - DSS Futures Time and Sales
How can a user, viewing the qualifiers for trades on futures (ex: HGQ3-U3 on 2023-08-21), identify implied trades. We've noticed that Bloomberg removes implied trades from the volume and wanted to match that number (166 for the example in bloomberg vs the 177 using futures time and sales data from DataScope Select). are…
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what do categorisation of trades means in TimeAndSales template ?
I guess OB is Order Book, AU = auction , but for the other values... RX ? OH? PA? thank you for your help
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Complete documentation for tickhistory USER Qualifier
According to a Tickhistory support FAQ article (title "What does USER Qualifiers indicate in Tick History?" It apperas in a sidebar and I can't find a link to it), tickhistory trades include a generic refinitiv-generated `USER` Qualifier field that is portable across exchanges. The only values mentioned in that article…
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Tick history qualifiers pre-MMT
Hi, My question relates to the qualifiers in tick history. In the recent years, the qualifiers have a MMT_Class which helps to further classify the trade, e.g. 12 stands for continuous limit order book. However, going back to e.g. 2013 these qualifiers do not have the MMT_Class and are less rich in information. Now I was…
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Trade Qualifier: Classification of trades in 2013
Hi, The trade qualifier in 2013 has no MMT classification. As such, I am wondering: How can trades be classified into Continuous Limit Order Book, Opening and Closing Call? Thanks in advance for any help!
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unable to download qualifiers document - TRTH
Hi there, I am working on TRTH time and sales data extraction. I don't quite understand what the field "Trade - Qualifiers" means. Tried to download the docs from the link below, but failed (code 404). Can you please share the new link where I can download the supporting docs?…
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TRTH Qualifier Meaning
Hi community, When using TRTH data, Qualifier code seems unclear to me. I checked documentations RDMFieldDictionary and enumtype.def files, but there are still some extra codes. For example, MSFT.O,Market Price,2020-03-16T09:34:27.533993762-04,Trade,ADF,140.0319,125,@…
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can not download qualifiers document
What do qualifiers mean in Time and Sales Extraction？I find one similar question https://community.developers.refinitiv.com/questions/33809/trth-qualifiers-for-different-exchange.html BUT the link file in answer is not available https://my.refinitiv.com/content/dam/myrefinitiv/products/11047/en/BrochuresandF/EQUITIES.7z
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Qualifiers, what does the freetext after [ACT_FLAG1] mean?
Hi, In the TRTH Time and Sales Extraction, we are extracting data with the field Trade - Qualifiers In the documentation Tick History Equity Qualifier Codes - EMEA & Oceania, I find the explanation for most of the freetext in the Qualifiers Fields A[ACT_FLAG1], K[ACT_FLAG1] etc, but it is not clear what means…
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TRTH: Qualifiers for different exchange
Hi, In the TRTH Time and Sales Extraction, we are extracting data with the field Trade - Qualifiers 1. Is there any documentations on all the types of qualifiers for each trade? 2. We are specifically trying to identify trades that are made by the market makers, as we knew in the past that we should be looking for…
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How to interpret the Qualifier field in the TRTH v2 VenueByDay files?
For the TR Tick data, after the upgrade to TRTH v2, the fields like Prc TTE Flag and Prc SubMkt Id from EBD TAS files are combined together to Qualifier field for Trade data in the Venue By Day files. I haven't seen any data in the Qualifier field so far. Can I get any examples for this field and a set of possible values…
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qualifiers for tick data in Eikon .NET API
Is there any way to get the qualifiers on trade and quote data when working through TimeSeries Eikon .NET API? It looks like if I subscribe to the TSDB_RAW view, I can see fields like TRD_QUAL_3, but these don't correspond to anything I am familiar with. Is there documentation available for possible qualifier values?
