Is there a way to identify from a RIC fields how the ask value is "encoded".
For example, in POLONIA= RIC, the consolidate fields value of CF_ASK and CF_BID are:
CF_ASK: +2320
CF_BID: +1.33
What is the real value of ask: 1.2320, 2.320, 2.2320?
How can we identify the logic to use to extract the price?
Thanks,
Hi Zoya,
I can see the CF_fields from Eikon Quote or from Data Access - Composite (hosted on AWS).
I think RFA doesn’t expose composite fields.
But the question still the same without consolidate fields.
In this case we use:
TRDPRC_1: +1.27
SEC_ACT_1: +1580
What is the rule to decode Ask value for this RIC?
Thanks and regards,
Christophe
Thank Veerapath,
In this case I think there is an issue with consolidated field CF_ASK who is set with the volume.
There is also the same issue on Eikon 360 Menu where ask value is displayed with volume:
Regards,
Christophe
For "POLONIA=" bid is the rate and ask is the volume in million PLN - more
Is there a way to dynamically identify for some RIC that the ask is a volume and not a price?
I would like to not have volume in CF_ASK field.
I think it is the best way to fix this issue.
Do you know at which level the CF_ field is set? Can we change the rule for this type of RIC.
