How to identify NASDAQ Basic trading sessions - Realtime SDK

viktor.gorcs

For every other market I use either the old fields PRC_QL_CD, PRC_QL2 and try to figure out what indicates the change of the market session from opening autcion to continuous trading, etc.
Also for the more user friendly exchanges I use the enumeraed INST_PHASE field.
My problem with the Nasdaq basic, is that none of them work. INST_PHASE field never changes, always in continuios trading. The other 2 fields are not usable because they come message by message as one trade is an odd lot trade the next is a normal trade.
How do I trigger a session change using this data?
I also have clues to use CTS_QUAL  field, but there is no proper documentation on this service..at all.

wasin.w V3

Hello @viktor.gorcs

Thank you for reaching out to us. I have reviewed the question. It seems you want to know which Field/FID that indicates the market session change for the Nasdaq exchange, am I correct?

If so, I am afraid that the forum admin team is not the Real-Time Content expert. We can help you with the APIs general usages questions (which method, parameters to use, etc.), not this kind of Content question.

I strongly suggest you contact the Real-Time Content Support team via https://support.lseg.com/s/?formtype=ProductQuery website directly to help you. You may need to give the team the RICs that you are using too.