@igorg

RSSL has the updateType flag which can be used to verify the type of update message.

<updateMsg domainType="RSSL_DMT_MARKET_PRICE" streamId="4" containerType="RSSL_DT_FIELD_LIST" flags="0x90 (RSSL_UPMF_HAS_SEQ_NUM|RSSL_UPMF_DO_NOT_CONFLATE)" updateType="2 (RDM_UPD_EVENT_TYPE_TRADE)" seqNum="606" dataSize="265">

However, this information is not available in the legacy SSL/Marketfeed protocol (MarketDataItemEvent).

For the legacy SSL/Marketfeed protocol, you may need to use fields in the payload to verify if it is a trade or quote message. For example:

• If it contains the TRDTIM_1 or TRDPRC_1 field, the update message is a trade
• If it contains the BID, ASK, or QUOTIM field, the update message is a quote

However, you need to directly contact the content team via my.refinittiv.com for confirmation because the data among exchanges may be different. Moreover, for some exchanges, it may have a specific field which can be used to identify trade or quote update.