I am not always get values in some fields for some RICS. See Details

steven.knight
steven.knight Explorer
in Elektron

I have instrument with RICS like NACFRJPSWMc1, .IO62-CNI=SI, CMAP2C1 I'm not always getting a Change Value FID11 -- NETCHNG_1 and always not getting Percent of Change FID 56 -- PCTCHNG, IntraDay High/Low FID 12 -- HIGH_1, FID 13 -LOW_1 and Open Price FISD 19 OPEN_PRC is this because the data is not covered or because I have the wrong FID codes

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  • Tim Smith
    Tim Smith LSEG
    Answer ✓

    Hi @steven.knight I seem to be the bringer of bad news to you at the moment with regards to data.

    Unfortunately these particular RICs are available on Elektron but are coming from our legacy ingest systems so the data model for these instruments are a bit illogical. When we migrate the content to Elektron ingest we will be able to make the data model more logical and expand some of the content we provide on the RICs - for Commodity and Energy data the project is starting soon to start to do this.

    Specifically for these RICs we cover net change for these instruments in the field SEC_ACT_1. We don't cover a percentage change by the looks of it, or indeed a high and low on the realtime record.

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