question

Upvotes
Accepted
3 2 1 1

Which are the codes of last/bid/ask in the ric USTARTSD=ME?

Are the following codes correct?

Last -> TRDPRC_1(I'm not getting information here D= )

Bid -> PRIMACT_1

Ask -> SEC_ACT_1

Thanks!

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apirefinitiv-realtimewebsockets
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Accepted
4.1k 4 8 12

CF_LAST(almost always TRDPRC_1, could be HST_CLOSE)

CF_BID(almost always PRIMACT_1)

CF_ASK(almost always SEC_ACT_1)

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
644 4 7 8

Try CF_LAST (FID 5364) ... this should be the last ...

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
3 2 1 1

I've tried that before, but that's not the last price operated.

That code shows the last order that entered to the market.

For example, if there's a bid-ask of 50-60 and a new bid of 51 enter to the market, although no new transactions is made (51-60), CF_LAST shows 51, because is the last order that entered.

Do I make myself understood?

Thanks!

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
644 4 7 8

OK, I think I see what's happening here: For the RIC USTARTSD=ME ,,, all the fields you mentioned above are actually only showing the Last Traded price (with cooresponding volumes); NOT Bid/Ask... To get Bid/Ask you need to use the RIC USTARTSD1=ME . I don't have access to actually see it; it requires permission to "MA3" (Mercado Abierto Electronico-Fixed Income Level 1).


mae.png (59.0 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.