question

Upvote
Accepted
93 8 9 17

Quote and Trade Conditions for TSE

Hi,

We don't find the right interpretations of BID_COND_N/ASK_COND_N through Reuters ELEKTRON real-time feeds. By checking Specs for TSE(Tokyo Stock Exchange), for BID_COND_N, for example, has this details:

Native Condition code associated with the most recent Bid.Possible Values are "O"" - Quote before opening, ""G"" - General quote, ""W"" - General Quote (Buying-Up or Selling Down), ""S"" - Special quote, ""A"" - Continuous execution quote, ""X"" - Special quote before trading halt, ""B"" - Continuous execution quote before trading halt."

However, in the feeds (say, for 1803.T), we have BID_COND_N=0 or 1 or 2.

Also, we dont find Trade conditions (for example, LSTSALCOND). Myabe there is none. We'd like to confirm. Please advise. thank you.

elektronrefinitiv-realtimeelektron-sdkrfaequitiesquote
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
Accepted
895 3 8 3

Hi,

Here are the qualifiers you will see go through the TONE fields. We are in the process of updating the information on our Data Dictionary as its obviously incorrect.


Tim

1) "0" (zero) - Quote before opening, update as "0".

2) "1" - General quote, update as "1"

3) "2" - General Quote (Buying-Up or Selling Down) as "2"

4) "3" - Special quote, update as "3"

5) "4" - Sequential Trade Quote, update as "4"

6) "7" - Special quote before trading halt, update as "7"

7) "8" - Sequential Trade Quote Before Trading Halt, update as "8"

8) "5" or "6" - N/A (Not sent for Equities) , do no process.

9) Space - update as " "

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
895 3 8 3

Hi,

Thats a good question. These particualar fields are native fields so we generally would pass through whatever has been sent by the feed. However while the specs may say one thing, the feed may transport the value differently so its possible the 1,0,2 etc represent one of the alpha codes you have put in your question.

I will confirm with our development team and get back to you ASAP.

Tim

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvote
93 8 9 17

Thank you Tim for the reply.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
1 0 0 1

This is not an answer, but follow up question.

@Tim Smith BID_TONE 345 and ASK_TONE 346, are still populated with above values, and can be used to determine Special Quote session?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea