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problem about nasdaq basic RIC trade_date

Hi, everyone,

I subscribed code list RICs at nasdaq basic market's pre-market time. But seen from logs from RefreshMsg, I found FID TRADE_DATE is always the date of previous trade date, which is not corret. So How can I get the accurate premarket TRADE_DATE ? Below is my log

Many thanks, expecting your reply.

elektronrefinitiv-realtimeelektron-sdkrrtema-apielektron-message-apitrade
trade-date.jpg (293.7 KiB)
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Hi @wangfugen just to add to @Umer Nalla answer below. TRADE_DATE is the trade date of thetrade in TRDPRC_1 - pre-market trades (ie those outside the normal Nasdaq trading session) are considered non-last eligible. Which means they dont go through the TRDPRC_1 trade stack and as such the TRADE_DATE is still showing from the previous day.

To get the pre-market trades you need to look at the non last eligible trade stack, which is in IRGPRC. You will need to look at the field IRGDATE (4349) to see the premarket trade date info (equally IRGTIM_MS for the time, ORGVOL etc etc too.

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Hi @wangfugen just to add to @Umer Nalla answer below. TRADE_DATE is the trade date of thetrade in TRDPRC_1 - pre-market trades (ie those outside the normal Nasdaq trading session) are considered non-last eligible. Which means they dont go through the TRDPRC_1 trade stack and as such the TRADE_DATE is still showing from the previous day.

To get the pre-market trades you need to look at the non last eligible trade stack, which is in IRGPRC. You will need to look at the field IRGDATE (4349) to see the premarket trade date info (equally IRGTIM_MS for the time, IRGVOL etc etc too.

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Hi @wangfugen

The TRADE_DATE field is 'The date of the value in the field TRDPRC_1'.

If you believe any data is incorrect or the field is not providing the information you require, then I recommend you raise a ticket with our Content Helpdesk who can help you identify the correct field(s) that meets your requirements. Please ensure you raise a Content type ticket - not an API related one.

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@Tim Smith

Thanks for your quick reply. According to your answer, I confirmed the two fields (IRGDATE, IRGTIM_MS) . More question, what about the fields for post-market? Thanks

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Hi @wangfugen. Same for post-trade (after hours). They are not last eligible so go through the same set of fields as the pre-trading session.

Tim

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