Empty Field Value BID/ASK

turconif
turconif Newcomer
in RFA

Hi, iam using StarterConsumer_BatchView.

We set to View only BID,ASK,TRDPRC_1,HST_CLOSE,HSTCLSDATE,TRDVOL_1.

What i found is that some time i have a new Refresh where BID or ASK is empty.

Example

2019/08/30 16:55:54.638 TRACE <- Received MMT_MARKET_PRICE Update  
itemName    : 	OGZD.BA  
itemHandle  : 	171862208  
itemFrom    :	BatchItemList1  
FieldList : standard data count = 2
FieldEntry [    22] BID                 5.7410 
FieldEntry [    25] ASK

My question is: How should I interpret it? Like there is no Offert? For us that's will mean null or 0, so there will be no display to the client of that ASK or BID.



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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @turconif

    Looking at the extract above, this is for an Update - not a Refresh.

    When you receive an Update type message it typically only contains fields that have changed since the previous data message.

    So, if an Update message only contains BID value, then this means that only BID value has changed and the ASK value remains unchanged from its previous value.

    When you receive a Refresh Message for an instrument that can have BID + ASK values - but there is no active BID or ASK offers at that point in time - then you should still receive those fields - albeit as blank fields i.e. with no value in the field.

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