Bid and Ask levels

Hi guys,

I would like to take for bid/ask the 5 levels, but I would like take this information in Tick History Raw.

What fields do I have to select?

I tried, but not return the result.

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Thanks for reaching out to us.

I checked and found that DIJF25 doesn't provide those BEST_BID and BEST_ASK fields.

I think this is why the extraction returns no data.

You can try the TickHistoryMarketDepthExtraction. The output looks like this:

I hope that this information is of help.

I'm using this RIC: DIJF25

Thanks for reaching out to us.

I checked and found that DIJF25 doesn't provide those BEST_BID and BEST_ASK fields.

I think this is why the extraction returns no data.

You can try the TickHistoryMarketDepthExtraction. The output looks like this:

I hope that this information is of help.

Thank you response.

How Did you get this information about the fields available?