Is there a BIDSIZE/ASKSIZE filed in Market Price domain?

aleksandr_kabantsev
aleksandr_kabantsev Newcomer
in EMA

It seems that we don't receive these fields. How can we build an L1 order book without level sizes? Are there any other suitable fields?

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @aleksandr_kabantsev

    I tried to identify the relevant fields, but as I am not a content specialist, I could not do so.

    Therefore, I have raised a Content ticket for you ref: 10010362 - using the email address linked to your forum login.

    Someone, from the content team, should get back to you soon.


Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @aleksandr_kabantsev

    Can you please provide examples of RICs for which you don't see BIDSIZE and ASKSIZE? The Refinitiv Real-Time feed carries over 80million+ RICs and the fieldset can vary based on asset class, exchange, data vendor etc.

    e.g. for VOD.L I can see

    1624264318555.png

    For other RICS it may be carried in different fields. Generally speaking for Content type queries, you can contact the Content Helpdesk via Product Support | MyRefinitiv and raise a Content query. I would recommend you attach a list of RICs or asset classes/exchanges etc when you raise the ticket - so that your query is forwarded to the right content specialist.

    You may also find the Data Model Discovery tool useful.

  • aleksandr_kabantsev
    aleksandr_kabantsev Newcomer

    umer.nalla

    Thank you for your help.

    I am referring to the 912796D55=TWEB RIC.

  • aleksandr_kabantsev
    aleksandr_kabantsev Newcomer

    Thank you, much appriciated.

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