• No : 9156
  • Updated Date : 2020/07/15 17:00
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[J-GATE] Are there any ways to distinguish transferred TOCOM products from existing OSE products in the disseminated market data from ITCH?

Are there any ways to distinguish transferred TOCOM products from existing OSE products in the disseminated market data from ITCH?
Category : 

Answer

ITCH has no such flag to make transferred TOCOM products from existing OSE products distinguishable.
Products can be basically distinguished by matching each Order book ID and Series Code from structure information [37310: Instrument Series, Order book id] acquired from API query DQ124.
Also, since ITCH provides Symbol (Series name) in Tag ID: R, series can be distinguished by using information of Tag ID: R.