Depth Data

Hello, I am currently implementing a migration from old Refinitiv Data API to the new .NET Refinitiv Data Library. I am trying to get the following depth data through the PricingStream but I cannot get any returned value.

BEST_BID1 (from 1-8)

BEST_BSIZ1 (from 1-8)

BEST_ASK1 (from 1-8)

BEST_ASK1_SZ (from 1-8)

I do not see values in these columns in the Refinitiv Workspaces App itself. Can you please advise how to query such fields? Thank you.

Find more posts tagged with

#content

#technology

lseg-data-library

Accepted answers

All comments

Jirapongse

@Dunhill

Thank you for reaching out to us.

These are real-time fields, and you can check their availability via the Quote App.

If you do not see these fields in the Quote App, it may indicate that they are not available in the data feed. In that case, please contact the helpdesk team directly at https://support.lseg.com/ to verify.

Dunhill

@Jirapongse Thanks I will contact them. Can you also please confirm that Pricing Stream is supposedly capable of querying such fields? Example snippet below:

using var stream = Pricing.Definition("7974.T").Fields("BEST_ASK1", "BEST_ASIZ1", "BEST_BID1", "BEST_BSIZ1")
.GetStream().OnRefresh((item, refresh, s) => Console.WriteLine(refresh))
.OnUpdate((item, update, s) => DisplayUpdate(item, update))
.OnStatus((item, status, s) => Console.WriteLine(status))
.OnError((item, err, s) => Console.WriteLine(err));

Dunhill

This is what it looks like in the app. No values coming in.

Jirapongse

I couldn't find those fields of 7974.T on the Quote app.

Dunhill

@Jirapongse I see. Can you please advise what is supposed to be used to query these fields?

Jirapongse

@Dunhill

Please contact the helpdesk team directly at https://support.lseg.com/ to check this.

EXPLORE OUR SITES