Using Reuters API for SPX index data. I see that sometimes the API returns the BID, ASK, LAST pri...

LanceGabriel.Villacrusis
LanceGabriel.Villacrusis LSEG
in Eikon Data APIs

...ces and sometimes the BID ASK and LAST fields are missing. Is there a reason why the data returned from the API varies for the exact RIC .SPX?

I have confirmed the index <.SPX> updates from 9:30 to 16:30 EST. This is also the reason why there was no update between 11 AM (6AM EST) - 2 PM London time (9AMEST), Market has not opened yet. However there should still be a BID ASK and LAST field available regardless? Also, when I query at 9:15 GMT (4:14 EST) there is still data along with the BID ASK and LAST fields.

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @LanceGabriel.Villacrusis

    Thanks for reaching out to us.

    Please share the code that you are using to retrieve the data.

    As I know, the real-time fields (BID, ASK, and TRDPRC_1) can be cleared when closing run. The closing run is a housekeeping exercise performed by Refinitv that prepares the display template for the next trading session. For example, last trade may be moved to historical close. or bid and ask prices may be cleared.


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