Do you know where I should look to get more information about the market conditions qualifiers like BBO[MKT_ST_IND]. I know it's venue specific and has changed over ther years.
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It looks similar to this question.
BBO[MKT_ST_IND]
The field name is MKT_ST_IND and its value is BBO.
From RDMFiledDictionary file, MKT_ST_IND is an enumerated field.
MKT_ST_IND "MARKET STAT" 133 NULL ENUMERATED 3 ( 3 ) ENUM 1 ! ! Indicates the current market status whether a fast market condition exists !
Its values are defined in enumtype.def.
MKT_ST_IND 133
!
! VALUE DISPLAY MEANING
! ----- ------- -------
0 " " normal market
1 "FAS" fast market
..
20 "BBO" bid/ask represents current market
You can access those files from github. RDMFieldDictionary contains the definitions of fields. enumtype.def defines the values for enumerated fields.
Otherwise, you can use the Thomson Reuters Data Model Discovery tool to explore TR data models, and content definitions for each venue.
thanks! I have found the the thomson reuters data model discovery not easy to use..where can I find the underlying text files?
Do you mean RDMFieldDictionary and enumtype.def files? If yes, those files are available at https://github.com/thomsonreuters/Elektron-SDK/tree/master/Cpp-C/Eta/etc.
This resource is helpful but not inclusive. For example [PERIOD_CDE] does not exist in there, and when you encounter something different with that tag, your only option is to write to helpdesk and hope to get an answer in an hour. I wish there was a simple resource or an API call within the TRTH product that exposes the latest information on different possible values for different exchanges.
Need an example? DLE.I at 01/04/2021 09:04:00:962 gives market condition code 241[PERIOD_CDE].
God help you if you'd like to find out what that means and you don't have Eikon, because period_cde is not enumerated. These things should be a very simple API call. Maintaining regularly updated tasks is a big pain with the current setup, you end up with unidentified condition codes all of a sudden.. Is there something I am missing?
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@Laurent, do you have Eikon ?
If yes you can find information in there. You can search starting either at page WORLD/TAS1, or directly enter <countryISO>/TAS1 or <countryISO>/CHAR1 and follow the contextual menus. There are also other pages for specific venues. A few examples:
- France: FR/TAS1 or FR/CHAR1 which leads to NXT/CHAR1, then T&S on NXT/TAS1 and following …
- Xetra: DE/TAS1 …
- UK: GB/TAS1 then LSETAS01 or GB/CHAR1 which leads to LSETAS01and following for T&S …
- Euronext: NXT/TAS1, NXT/CHAR1 and following …
- LIFFE: LIFFEFLAGS01, GB/FUTTAS1 and following … see also Euronext pages ...
- VIRTX: VX/INFO
Hope this helps.
