Is there a way to get the MIFID tick size liquidity band?

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Question by leonardo.martins · Nov 01, 2018 at 05:55 PM · eikon eikon-data-api python workspace workspace-data-api refinitiv-dataplatform-eikon tick-data mifid

Is there a way to get the MIFID tick size liquidity band?

Hi there!

In order to know the tick size rule for European exchanges, I have to know the liquidity band classification of the instrument.

Is this information available in the Eikon API, so I can turn it automatic? I have searched for it and couldn't find anywhere...

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Answer 1 · 2018-11-02T00:42:52Z

REFINITIV

Best Answer

Answer by Jirapongse · Nov 02, 2018 at 12:42 AM

@leonardo.martins

From my search, it should be the TICK_SZIDX field.

df, e = ek.get_data('ADSGn.DE', ['TICK_SZIDX'])

For more information, please refer to this FAQ: What are the value/s that will appear on FID8515 (TICK_SZIDX) for Xetra- sample RIC DAIGn.DE ?.

If you have any further questions, please directly Eikon or content support team via Get Support and ask for a field name which can provide the required information.

After knowing the field name, we can use Eikon Data APIs to retrieve its value.

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Is there a way to get the MIFID tick size liquidity band?

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