bid, ask and mid side of the swap rate

dhruv.arora

Hi

I am using Elektron Java API EMA to get the realtime market price data. I got the following ask from one of my teammates:

"I want to stream bid, ask and mid side of the swap rate in real time for all the tenors that are available along with the name of the contributor and timestamp."

Can anybody let me know, which columns in Elektron stream API correspond to this information?

Thanks

Dhruv

Gurpreet

Hi @dhruv.arora

From email, I see that you are interested in getting data for ric EURAB6EIRS= . It is a chain RIC, in which the fields longlink1..n contain the constituent RICs. See this article on how to decode chains in EMA. The constituent RIC's like EURAB6E6Y= have the BID/ASK/Mid fields that you are interested in.

An Eikon terminal can be used to quickly glance at the content fields. If you open up the Quote App and type in EURAB6EIRS=, and click on titlebar-All fields button, it will show all the fields for this chain RIC. Upon navigating to the Quote for individual RIC, and hovering the mouse will show the fields which are populating the data on the screen. In your case it will be:

Bid = GEN_VAL1 
Ask = GEN_VAL2 
Mid = GEN_VAL4

All fields:

Individual ric:

For help on content, please contact Refinitiv content helpdesk.

umer.nalla

Hi @dhruv.arora

The availability of the values your colleague requires and the actual field names used can vary across exchanges/data provider etc.

Therefore I would recommend you open a content question with Refinitiv Content Helpdesk Online or phone your local Refinitiv helpdesk number and ask for Elektron Realtime content support.

If you are contacting using the online form please provide as much detail as possible on the data you are interested in - so that query is routed to the most appropriate content specialist for the particular region/asset class etc.