I am looking to read market status of instruments (Open, Auction, Closed) and also read indicative prices received from exchange during auction period.
Using FID 8927(INST_PHASE) or 118 (PRC_CD_QL) for getting status.
I observed that for NAM markets(XNYS, XNMS, XNGS,XNCM,XTSE), I get open and close phase notification on these FIDs but not "auction" phase. Also their content team responded that they dont support indicative prices on those exchanges.
I find it strange that they dont support auction status/price on biggest markets in the world. I feel something is missing.
Does anyone know any workaround for achieving this?