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alan.yaohui.yu avatar image
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Trading at last in MK_PHASE

I have a question regarding to the trading at last in the MK_PHASE. From list in MK_PHASE, I can only find 14 - Post-Market Trading may suitable this trading status. Can someone help me to confirm this? We currently only have Asia data so we can't see this status in the dev environment.

! 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
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1 Answer

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Tim Smith avatar image
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Hi @alan.yaohui.yu. That is the list, you can find it in the Data Model Discovery tool as well:

https://refinitiv.fixspec.com/specserver/repo/elektron/thomson-reuters-elektron/field/mk-phase

With respect to your specific question. This is the value typically used when a Stock Exchange has an after hours trading phase (we also use it in the field INST_PHASE for individual instruments too). An example market that does have it are the US exchanges where the typical normal trading day finishes at 4pm, and then enters the Post_market trading phase. POT/14 is used for this.

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