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chris.mannix avatar image
20 0 0 2

Which Eikon (.NET API) fields to use to determine which leg is buy and which is sell for spreads

Hi,

Does anyone know how to determine which of the underlying legs is the buy, and which is the sell for "pre-made" spreads like "KCN9-U9"?

We can get the RICs of the underlying instruments from the LEG1_RIC and LEG2_RIC fields, but I can't see a way of determining which is the buy and which is the sell (Bloomberg provide a "LotSize" field for each leg that is 1 or -1 to indicate buy or sell).

Can we assume that the LEG1_RIC will always be the sell leg and the LEG2_RIC will always be the buy leg?

Thanks

Chris

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1 Answer

chris.mannix avatar image
20 0 0 2

Response from "Contact Us" within Eikon:

Your query regarding Buy Leg and Sell Leg for spread RIC "KCN9-U9" had reached my desk. Answering it, you are correct in stating that LEG1 is the Buy, and LEG2 is the Sell. The Buy and Sell legs are indicated on FIDS 514 DEAL_TYPE for (Leg 1) and FID 4706 for DEAL_TYPE2 (Leg 2).

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