Hi Team,
We need your immediate assistance on this matter.
We're in the process of migration of our software from Eikon to the new LSEG Workspace.
One of our applications depends on auction imbalances coming from Eikon for various symbols. In the test account we currently hold for the LSEG Workspace, we can see only following imbalances available on the EU market:
- IMB_SH - imbalance shares
- IMB_SIDE - imbalance side
- IMB_TIM_MS - imbalance timestamp millisecond
Still to test the application completely before heading for deployment it would be great to confirm that also following imbalance fields work:
- IMB_PR_FR - imbalance far price
- IMB_PR_NR - imbalance near price
- IMB_PR_REF - imbalance reference price
- IMB_PR_SH - imbalance paired shares
In the LSEG Workspace we currently get imbalances only for some symbols in the European market such as (but only during an auction phase):2025-04-10 14:49:34,942 [18] INFO EikonCSharpShared.ZmqAuctionDataPublisher [(null)] - onRefresh: BMWG.DE ; json: {
"Fields": {
"CF_EXCHNG": "GER",
"CLS_AUC": null,
"CLS_AUCVOL": null,
"IMB_SH": null,
"IMB_SIDE": null,
"INDAUC_MS": null,
"INDAUC_NS": null,
"IND_AUC": null,
"IND_AUCVOL": null,
"INST_PHASE": "T ",
"INT_AUC": 66.28,
"INT_AUCVOL": 1672,
"OPN_AUC": 72.46,
"OPN_AUCVOL": 174322
},
"State": {
"Data": "Ok",
"Stream": "NonStreaming",
"Code": "None",
"Text": "All is well"
},
"Qos": {
"Rate": "TimeConflated",
"Timeliness": "DelayedUnknown"
},
"Type": "Refresh",
"SeqNumber": 21838,
"ID": 4,
"Key": {
"Name": "BMWG.DE",
"NameType": "Ric",
"Service": "Q"
}
}
For US stock MSFT.ITC , where the imbalances are observable in Eikon we get:2025-04-10 14:49:23,685 [7] INFO EikonCSharpShared.ZmqAuctionDataPublisher [(null)] - onStatus: MSFT.ITC ; json: {
"Domain": "MarketPrice",
"State": {
"Data": "Suspect",
"Stream": "Closed",
"Code": "NotEntitled",
"Text": "Access Denied: User req to PE(2678)"
},
"Type": "Status",
"ID": 2,
"Key": {
"Name": "MSFT.ITC",
"NameType": "Ric",
"Service": "Q"
}
}
Would it be possible to either:
- Let us use imbalances on EU market (if they exist)
- Or let us use some symbols on US market?
