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In Websocket API how to identify Trade vs Quote or other event

In Websocket streaming response there is field UpdateType (values Trade, QuotesTrade).

Is it enough for us if we just look for these 2 types for identifying trade events for real time data?

And if we have delayed data then most of the times we get UpdateTypes as "Multiple" (i.e Update event with filtering and conflation applied). So how to identify trade events in such response. Should I just look for TRDPRC_1 field or is any other better way to determine trade event in delayed data?

treprdp-apiwebsocketsrrto
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1 Answer

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Hello @krishna muppavarapu

The WebSocket API are "content neutral". The API just receives whatever data the service/feed/exchange from Elektron and sends it to the application "as is".

For content type queries, I recommend you contact the helpdesk and raise a Content query - so a specialist can assist you. I recommend you include details of the exchange, asset class and some example RICs in the query - so it gets directed to the correct specialist.



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