question

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93 8 9 17

Trading Status for Europe Exhanges

Hello,

we get feeds from many of European Exchanges via Electron platform (we're using RFA C++ API 8.x). we'd like to get trading status information about instruments (normal, halt, suspended) so we look at TRD_STATUS field as well as others we think it's related (like INST_PHASE, HALT_RSN/HALT_REASON). However, many of the European exchanges don't have those information. For example, for stock BAS1V.HE from Helsinki Stock Exchange, in the initial image, we couldn't find anything that's useful for that. see below (removed some of blank data and fields that are obviously unrelated to trading status). is this because there is no such information available from Exchange, or they're embedded in some fields?

PROD_PERM 2604
RDNDISPLAY 116
DSPLY_NAME BASWARE
RDN_EXCHID HEX (133)
TIMACT 16:00:00:000:000:000
PRCTCK_1 (0)
CURRENCY EUR (978)
TRADE_DATE 08 JUN 2018
TRDTIM_1 16:00:00:000:000:000
HST_CLOSE 38.80
EARNINGS 0.02
PERATIO 1658.12
DIVIDENDTP (0)
CONTR_MNTH
TRD_UNITS 4DP (4)
LOT_SIZE 1
CLOSE_BID 38.8000
CLOSE_ASK 39.1000
OFFCL_CODE FI0009008403
HSTCLSDATE 08 JUN 2018
YRHIGH 47.60
YRLOW 37.60
EPYHSTCLOS 47.50
BOND_TYPE (0)
BCKGRNDPAG ****
PUTCALLIND CALL (0)
YCHIGH_IND (0)
YCLOW_IND (0)
BID_TICK_1 (0)
CUM_EX_MKR (0)
PRC_QL_CD (0)
PRC_QL2 (0)
RECORDTYPE 113
YRHIGHDAT 03 JAN 2018
YRLOWDAT 25 APR 2018
IRGPRC 38.80
IRGCOND (0)
TNOVER_SC x1000 (4)
BCAST_REF BAS1V.HE
LONGLINK1 0#.HX9500GI
CROSS_SC 1E+00 (0)
AMT_OS_SC (0)
OFF_CD_IND ISN (25)
ACT_FLAG1
GEN_VAL2 39.0692
GV1_TEXT
GV2_TEXT AvgEOD
GV3_TEXT 9500
GV4_TEXT IndAuc
PRNTBCK 24238
GV1_DATE 08 JUN 2018
GV5_TEXT
GV6_TEXT NRD
GV7_TEXT MSI
GV10_TEXT

GV2_DATE 08 JUN 2018
OFF_CD_IN2 (0)
OFFC_CODE2 14401936
EXCHTIM 01:31:09:000:000:000
PREF_DISP 6414
DSPLY_NMLL 000596507
DSO_ID 52736
ASK_TICK_1 (0)
GN_TX20_1
GN_TX20_2
RDN_EXCHD2 HEX (133)
CP_ADJ_DAT 08 JUN 2018
YR_PCTCH -18.32
EPYR_PCTCH 30.85
GV2_CURRCY (0)
LIST_MKT
MKT_VAL_SC (0)
PREV_DISP 1403
PRC_QL3 (0)
MPV INT (0)
MSG_VER
NUM_SHARES
OPTION_XD2
PROV_SYMB
ISIN_CODE FI0009008403
MNEMONIC BAS1V
MKT_SEGMNT
ANNDIVTYPE
ANNEPSTYPE
PR_FREQ (0)
RCS_AS_CLA
CONTEXT_ID 1398
DDS_DSO_ID 12303
SPS_SP_RIC .[SPSIDNEM16004
DRK_TYPE CE
PRE_1ET317
Exception in RfaMarketPriceClient::decodeFieldEntry(): Enumeration Table does NOT contain entry for enum = 2
PRE_1ET340
Exception in RfaMarketPriceClient::decodeFieldEntry(): Enumeration Table does NOT contain entry for enum = 5
SALTIM_NS 00:00:00:000:000:000
PRE_032_NS 00:00:00:000:000:000

elektronrefinitiv-realtimeelektron-sdkrfatradeexchanges
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@jzhao

I believe the trading status is on FID 118 (PRC_QL_CD).

Normal trade is 0

Suspended is 54 "SUS"

Pre-close Auction phase is 214 "AUC"

But I would suggest contacting the content specialist team directly via Contact Us. In the product field, please select Elektron Edge or Elektron Realtime.

They should be able to give you the precise info.

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@jzhao, to add to Warat's answer: not all venues code things in the same way, you might have to check different fields depending on the ecxhange.

Upvotes
93 8 9 17

yes you're right; based on content team, other than TRD_STATUS, FID 118 needs to be checked as well, depending on exchanges. Thank you.

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