For Tokyo Stock exchange stocks, how to idetnify when Stock is in special quotation condition

sanky

How to identify from Market data feed when Stock is quoting at Lmt up or higher then Lmt up and vise versa when stock is at lmt down or lower then lmt down.

wasin.w V3

Hello @sanky

Thank you for reaching out. I have researched some Real-Time fields information that might help you. However, I admit that I am not the content or Real-Time fields data expert, so I strongly suggest you double check with the Real-Time Content support team (please specify your interested exchange and RICs) which has better knowledge of Real-Time fields behavior then me.

FID 75 - UPLIMIT and FID 76 - LOLOMIT

UPLIMIT    "UPPER TRD LIMIT"       75  NULL        PRICE              17  REAL64           7
!
! Upper trading limit for today's trading.
!
LOLIMIT    "LOWER TRD LIMIT"       76  NULL        PRICE              17  REAL64           7
!
! Lower trading limit for today's trading.
!

These are the limit price boundaries. You can compare them with the following logic:

• BID >= UPLIMIT (Limit Up)
• ASK <= LOLIMIT (Limit Down)

FID 3886 - ORDER_TONE

ORDER_TONE "ORDER TONE"          3886  NULL        ALPHANUMERIC        3  RMTES_STRING     3
!
! Order Condition indicator
!

This is the Tokyo Stock Exchange Quotation Flag. You can check the FID values and meaning on the What are the enumerated values for FID 3886 on Tokyo Market By Price data feeds? article of the LSEG Support website.

The possible values that might suite your needs are "S" (Special Quote) and "SC" (Special Quote with Middle of the book flag), but please see the full list to check which one is right for you.

FID 118 - PRC_QL_CD

The enumerate field definition is

PRC_QL_CD  "PRICE CODE"           118  NULL        ENUMERATED    3 ( 3 )  ENUM             1
!
! Price qualifier code for equities, bonds, and options, generally related to the 
! quote price.
!

You can find the enumerate values of the Tokyo Stock Exchange in this What are all possible values for FID 118 (PRC_QL_CD) for Asian markets? article on the LSEG Support website.

FID 6614 - TRD_STATUS (Trading Status).

TRD_STATUS "TRADING STATUS"      6614  NULL        ENUMERATED    3 ( 2 )  ENUM             1
!
! Instrument Trading Status, which include trade halts or suspensions.
!

This field indicates the overall trading state of an instrument. Please see the possible values of this field on the How do I identify the trading status of an instrument? article on the LSEG Support website.

Please let me remind you again, contact the Real-Time Content Support team via https://support.lseg.com/ website to confirm this information before start implementation.