I have a RIC code for Dow Jones - .IXIC . Which RFA field should I query for to know whether the Index is OPEN/CLOSED . I tired using MKT_ST_IND but it gave me null all the time. Can you let me know the correct field to query for in the RFA API
I have a RIC code for Dow Jones - .IXIC . Which RFA field should I query for to know whether the Index is OPEN/CLOSED . I tired using MKT_ST_IND but it gave me null all the time. Can you let me know the correct field to query for in the RFA API
Which field in market data (RFA v8) api can provide me information on whether a market/index is closed or open
Hi @calvin.k. You can subscribe FID 8927 (Field name: INST_PHASE - "INSTRUMENT PHASE") that provides current phase of an instrument (close, normal, trading, etc) information for a consumer.
Based on the RDMFieldDictionary file, this FID description is following
INST_PHASE "INSTRUMENT PHASE" 8927 NULL ENUMERATED 3 ( 3 ) ENUM 1 ! ! General enumerated field to indicate the current phase of an instrument, normal ! trading, specific auction period, etc. !
This FID is an enumerated fields, the description of each incoming value based on the enumtype.def file are following
INST_PHASE 8927 MK_PHASE 12765 ! ! VALUE DISPLAY MEANING ! ----- ------- ------- 0 " " Undefined 1 "C " Closed 2 "O " Opening Auction 3 "T " Continuous Trading 4 "V " Unscheduled Intraday Auction - I.e., Volatility Auction 5 "I " Intra-day Auction (scheduled) 6 "E " Closing Auction 7 "NAS" No Active Session 8 "LC " Live Compilation (Indices, Stats & Rankings) 9 "BRK" Scheduled Intraday Break 10 "RO " Reporting only 11 "FP " Fixed Price Trading (All trades matched at a single fixed price determined by the exchange, i.e., closing auction, VWAP, last trade price) 12 "AP " Administration Phase 13 "PET" Pre-Market Trading 14 "POT" Post-Market Trading 15 "IC " Intra-day Close (scheduled) 16 "QP " Quotation Only Period
Thanks
I do get a value ("C ")returned for index .HSI (Hang Seng) , .IXIC (Nasdaq) but no value is getting returned for rics like .N225 (which is Nikkei 225), .BSESN, .SPX (which is SP500). Can you tell me why this behavior is not consistent across RICS . Also does "C " indicate a market close . What value is returned when the market is opened .Hi @calvin.k
Basically, Each RIC and Exchange’s has it own data behavior which is based on the contributor, the actual trading, etc. The Field/Fid's behavior and meaning are not consistent across exchanges, it based on it own exchange. The application should not apply one exchange behavior to other exchanges.
Hi @calvin.k
I recommend you contact our Data Content experts for guidance on exchange / asset specific behaviour.
Make sure you mention that it is a Data / Content question (rather than an API question) to ensure your query is directed to the correct team.