I'm looking at a TYO NORMALIZEDMP file. What do the "Bid Size" and "Ask Size" fields contain during Itayose? I.e. prior to normal trading at 9:00am.
I'm looking at a TYO NORMALIZEDMP file. What do the "Bid Size" and "Ask Size" fields contain during Itayose? I.e. prior to normal trading at 9:00am.
@bbramhall, this forum is for software developers using Thomson Reuters APIs.
Your question would be best directed at the Thomson Reuters Helpdesk, as it is not related to software development. If you need any further assistance with this, please contact the Thomson Reuters Helpdesk by opening a content-related enquiry via My Account or by calling the Thomson Reuters Help Desk directly.
Here this is an additional response from the Content Support team:
For BIDSIZE(FID#30) and ASKSIZE(FID#31) of Level 1 market price RIC for Tokyo Stock exchange, for example <6501.T>. BID SIZE (FID#30) and ASK SIZE (FID#31) are updated by the exchange feed. BID SIZE (FID#30) is best bid size for best bid (BID, FID#22) ASK SIZE (FID#31) is best ask size for best ask (ASK, FID#25) Both during Itayose and zaraba (continuous trade).