Requesting US equity imbalance type/side via Workspace API-- numeric data for string fields

davidk

I'm porting some tasks from the Eikon C# .NET APIs to the LSEG Data Library API (implementing in Python). For some of this data we subscribe to the US imbalance feed RICs (e.g. IBM.NOI, AAPL.ITC). I'm subscribing to, among other fields, IMB_TYPE, IMB_ACT_TP, and IMB_SIDE). These fields, in the Eikon Quote app and the Workspace Quote app, show up as strings (for example, IMB_TYPE is usually O, R, or C, for open, regulatory, or close; IMB_SIDE is usually B, S, or N, for a buy, sell, or neutral imbalance). They always showed up that way using the C# API as well. However, in the LSEG Workspace API, they are showing up as numbers, like IMB_SIDE=3 or IMB_ACT_TP=4. Is this expected? Is there a known mapping from the numeric values of these fields to their string values or vice versa? I'm not sure how to deal with these.

Jirapongse

@davidk

Thank you for reaching out to us.

Those fields are enumeration fields. Each enumeration field contains numeric values and expanded strings.

Those values and mappings are defined in the enumtype.def file. For example:

!

! ACRONYM    FID

! -------    ---

!

IMB_ACT_TP  4333

!

! VALUE      DISPLAY   MEANING

! -----      -------   -------

      0         "  "   Not set

      1         "O "   Open

      2         "M "   Market

      3         "H "   Halt

      4         "C "   Close

      5         "A "   AESP

      6         "SP"   EDSP

      7         "E "   Resume Auction

      8         "F "   Periodic Auction

      9         "V "   Volatility

     10         "I "   Intra-Day Auction

     11         "OP"   OPA Auction

     12         "R "   Regulatory Imbalance

!

! ACRONYM    FID

! -------    ---

!

IMB_SIDE    4340

IMB_SIDE2  13083

!

! VALUE      DISPLAY   MEANING

! -----      -------   -------

      0         "  "   Not Set

      1         "N "   No imbalance

      2         "B "   Buy imbalance

      3         "S "   Sell imbalance

      4         "O "   Insufficient orders to calculate

      5         "P "   Paused

davidk

https://community.developers.refinitiv.com/discussion/comment/123617#Comment_123617

Thanks Jiranpongse. I don't suppose there is a function somewhere that would parse this file into a dictionary or other type to make this programatically visible)? I could hard-code the mapping I need here, but that seems counterproductive given there is an enumtype.def file which is presumably supposed to be dynamic; conversely I could parse the file, but it seems like that's probably something you already have implemented. The lseg.data.delivery._Dictionary class looked initially promising, but doesn't seem to work, at least under Eikon.

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/123626#Comment_123626

There is a sample code on GitHub.