I'm looking at instrument /IBKC.F and I see that I have values in
BEST_BID1 but not in BEST_BSIZ1 and I'm not sure how to interpret this.
Is there any rule on how to interpret a BEST_BID1 value without any BEST_BSIZE1?
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How to interpret BEST_BID1 without BEST_BSIZ1
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Thanks, AHS
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Yes,</IBKC.F>doesn't provide the values in BEST_BSIZ1.
It implies that this RIC only provides the first best bid without the associated size. The followings are the definitions of those fields.
BEST_BID1 "BEST BID 1" 436 NULL PRICE 17 REAL64 7 BEST_BID2 "BEST BID 2" 437 NULL PRICE 17 REAL64 7 BEST_BID3 "BEST BID 3" 438 NULL PRICE 17 REAL64 7 BEST_BID4 "BEST BID 4" 439 NULL PRICE 17 REAL64 7 BEST_BID5 "BEST BID 5" 440 NULL PRICE 17 REAL64 7 ! ! The five best bid price levels with the best in BEST_BID1. Note that these fields ! are not rippled. ! ... BEST_BSIZ1 "BEST BID SIZE 1" 730 NULL INTEGER 15 REAL64 7 BEST_BSIZ2 "BEST BID SIZE 2" 731 NULL INTEGER 15 REAL64 7 BEST_BSIZ3 "BEST BID SIZE 3" 732 NULL INTEGER 15 REAL64 7 BEST_BSIZ4 "BEST BID SIZE 4" 733 NULL INTEGER 15 REAL64 7 BEST_BSIZ5 "BEST BID SIZE 5" 734 NULL INTEGER 15 REAL64 7 ! ! The five best bid sizes associated with the fields BEST_BID1 to BEST_BID5. !
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