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RFA trade refresh contains LOW_1 and HIGHT_1. If a new trade is the new high of the day, will the trade update contain HIGH_1? Or I need to do my own calucation
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Hi @chris.xiao
HIGH_1 and LOW_1 will update in real-time when there are new high or new low trades during trading hours.
However, they can be in a separate update message from the TRDPRC_1.
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As Warat mentioned, this functionality is dependent on the linehandler for that venue. For most exchanges, Low and High are included in the trade price packet, which sets the new Low/High.
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