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tobelawe1 avatar image
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Missing alias underlying ric column in market depth?

I have DisplaySourceRIC set to True for market depth requests.

When requesting data for a ric like YAPc1 the underlying ric column is there as expected.

However for a ric like ESM0 the underlying ric column is missing. I would have expected the column to be present with all values as empty similar to what is seen for time and sales requests.

Is there a way to get this to market depth to behave similar to time and sales and contain an underlying ric column even if its empty?

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1 Answer

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veerapath.rungruengrayubkul avatar image
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Hi @tobelawe1,

I am able to replicate the issue. As far as I know, there is no interface or parameter to change the behavior. The "Alias Underlying RIC" field is generated by TRTH. To investigate the issue further, please raise a query to TRTH support team via MyRefinitiv to verify if data is valid or any change is required on data source.

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