Through the RDP platform, will it be possible to obtain the operations marked in Eikon as ODD lot trades? and what is the way to identify them?
At once I would ask the same thing as we can identify the confirmed transactions marked as "Regular Trade" and "A normal round lot trade"
Thanks
Hi @isanchez,
If you are subscribing to RDP streaming data, a.k.a Refinitiv Realtime Optimized feed, then there is a field called IRGCOND which is set to ODD, if the trade is an odd lot trade.
I captured a random update for AAPL which contains the odd lot trade marker. The odd lot condition flag contains the native sale condition of odd lot trade.
RECEIVED on session1:
[
{
"DoNotConflate":true,
"Fields":{
"ACVOL_1":23568341,
"ACVOL_UNS":23568341,
"GV3_FLAG":"Q",
"GV3_TEXT":" ",
"GV4_TEXT":"@ I",
"IRGCOND":"ODD",
"IRGPRC":121.7099,
"IRGSALCOND":"@ I",
"IRGTIM_MS":53819474,
"IRGVOL":14,
"IRGXID":"ADF",
"IRG_EXID":"ADF",
"IRG_SEQNO":2530737,
"IRG_SUBIND":"Q",
"IRG_TDTH_X":" ",
"IRG_TRDID":"55886",
"NUM_MOVES":201885,
"ODDSALCOND":"@ I",
"ODDTIM_MS":"14:56:59.474",
"ODDTRN_UNS":313099913.8817,
"ODD_EXID":"ADF",
"ODD_PRC":121.7099,
"ODD_SEQNO":2530737,
"ODD_TRDID":"55886",
"ODD_TRDVOL":14,
"ODD_VOLUME":2569557,
"PCT_ABNVOL":0.2072,
"REPORT_VOL":23578976,
"SALTIM":"14:56:59",
"SALTIM_MS":53819474,
"SEQNUM":2530737,
"TRDREC2_MS":"14:56:59.474",
"TRDRECV_MS":"14:56:59.473",
"TRNOVR_UNS":2871414292.872977,
"VOL_X_PRC1":121.7889,
"VWAP":121.7889,
"VWAP_VOL":22686604
},
"ID":2,
"Key":{
"Name":"AAPL.O",
"Service":"ELEKTRON_DD"
},
"SeqNumber":52078,
"Type":"Update",
"UpdateType":"Trade"
}
To learn more about RRTO visit this.
