Firstly, I‘m using RFA Java to get quote data of nasdaq basic. And as we know, there are three trading sections like pre hour trading, continuous trading and after hour tradeing in US stock market, how should I know which trading section a trade belongs to?
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A trade belongs to which trading section
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Hello @xiongtao,
The answer to this question will not be specific to RFA, as consumer-side API, but rather it's about content, and how to identify the fids that carry the right information per specific exchange.
With content questions, the best way for a customer to get the definitive answers is to ask them via Refinitiv Helpdesk Online.
As a developer, I can think of two approaches:
I searched through Enumerated Data Dictioanary file ( found in your RFA SDK, etc\RDM folder, for "pre-market". My quick search have revealed relevant info in CTS_QUAL, TRD_QUAL_2, PRC_QL_CD. As not all exchanges may not populate these fids, I would verify if these, or perhaps other fids of relevants are populated. By inspecting the content you receive or via search in Data Model Discovery Tool, or both.
A perhaps more reliable and totally different approach is to go by Exchange hours. And by the time of the trade to determine if it's market, pre- or post-.
Involving a Refinitiv content expert should give you a definitive and complete answer.
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