How to decode ask value from POLONIA= RIC

Is there a way to identify from a RIC fields how the ask value is "encoded".

For example, in POLONIA= RIC, the consolidate fields value of CF_ASK and CF_BID are:

CF_ASK: +2320

CF_BID: +1.33


What is the real value of ask: 1.2320, 2.320, 2.2320?

How can we identify the logic to use to extract the price?


Thanks,

Best Answer

  • SupDev1
    SupDev1 Advocate
    Answer ✓

    For "POLONIA=" bid is the rate and ask is the volume in million PLN - more


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