Trade Entry conveys information about the last transaction on the Trading Venue. No amount information is provided (The special value of NA is therefore used in the amount).
Below are the different types of Trade Entry Enumerations:
- LAST_TRADE - The last trade that occurred. This is provided by Reuters, Currenex, FXCM, and Hotspot. The side (bid / offer) of the resting quote is provided. (e.g. if a standing limit bid was taken by an aggressive offer, the side is 'BID'). Not all exchanges provide this information.
- LAST_TRADE_NO_SIDE - The last trade that occurred, but you are not told which side the trade occurred on. The corresponding 'side' field should be ignored, no side information is provided. (This applies to GFX).
- WORST_TRADE - The worst price which was traded during the last timeslice. This is always provided for a specific side and the corresponding 'side' entry tells us whether the price pertains to bids or offers. This corresponds to the EBS Paid (worst offer) and Given (worst bid) entries.
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