Difference between A_PRICE_2 and BEST_ASK2 fields

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Kapil
Kapil Newcomer
edited March 10 in RFA

How are these fields different from each other? How are they calculated?

A_PRICE_2 [2473]

BEST_ASK2 [442]

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @Kapil

    Both these fields seem related to the legacy representation of OrderBook data in the Market Price format. New domain models like Market By Order and Market By Price have the ability to define the whole book. This legacy representation of data A_PRICE_2 seems to be for up to 25 levels, while BEST_ASK2 is for 5 levels of depth.

    For content questions such as these, it is best to reach out to a content expert by raising a ticket at LSEG MyAccount.

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