We have a requirement to consume rates from data fields 275 and 276. We currently do not consume those fields into our application. In what conditions are 275 (SEC_ACT_1) and 276 (SEC_ACT_2) populated and 22 (BID) and 25 (ASK) not populated? Are both sets always populated or are the second activity fields only populated in some cases?
Thanks in advance.
To find out which fields are populated by which exchanges the best tool is Data Model Discovery, which you can navigate to this way:
For example, by searching it for SEC_ACT_1 you will find all the exchanges where it is populated: