question

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NN avatar image
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Price Movement FID in the Trade messages appear intermittently

First Question - Looks like all the trade messages doesnt have the PRCTCK_1 which shows the direction of the Price Movement. Why is that?
Here is the Example of Trade Event not showing the PRCTCK_1:-

RsslUpdateMsg.updateType: 2 <Update Event Trade>

THRESH_IND 1(1)
IRGCOND ODD(32760)
GV4_TEXT I
IRGSALCOND I
IRGTIM_MS 65585025
SEQNUM 1462878
SALTIM 18:13:05:000
SALTIM_MS 65585025
IRGPRC 48.89
IRGVOL 26
IRG_SEQNO 1462878
IRG_TDTH_X
GV3_TEXT
GV3_FLAG Q
IRG_SUBIND Q
IRGXID ADF(53)
IRG_EXID ADF(53)
NUM_MOVES 181510
VOL_X_PRC1 47.4796
VWAP 47.4796
VWAP_VOL 37917356
ACVOL_1 40527806
PCT_ABNVOL 8.4182
ODD_PRC 48.89
ODD_TRDVOL 26
ODD_VOLUME 1162458
ODD_SEQNO 1462878
ODDSALCOND I
ODDTRN_UNS 55156472.3816
ODD_EXID ADF(53)
ODDTIM_MS 18:13:05:025
TRDRECV_MS 18:13:05:016
TRDREC2_MS 18:13:05:025
RETRAN_IND 1(1)
TRNOVR_UNS 1926910159.6304
ACVOL_UNS 40527806
REPORT_VOL 40527806


Second Question - Which FID in the Quotes message show the the direction of the Price Movement?

elektronelektron-sdkrrteta-apielektron-transport-apipricing
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1 Answer

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umer.nalla avatar image
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@NN

As mentioned in the comment above, the data specifications vary by exchange and asset class etc.

If you have not already discovered the information yourself, you may be able to get further info on the Data Dictioanary lookup site

Elektron Data Dictionary - Advanced Search

You will need a TRDC subscription in order to create an account and access the above site.

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