How to decode ask value from POLONIA= RIC

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Question by Christophe.Provot · Jan 07, 2020 at 02:37 PM · rfa elecktron marketda

How to decode ask value from POLONIA= RIC

Is there a way to identify from a RIC fields how the ask value is "encoded".

For example, in POLONIA= RIC, the consolidate fields value of CF_ASK and CF_BID are:

CF_ASK: +2320

CF_BID: +1.33

What is the real value of ask: 1.2320, 2.320, 2.2320?

How can we identify the logic to use to extract the price?

Thanks,

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Christophe.Provot · Jan 08, 2020 at 09:18 AM 0

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Hi Zoya,

I can see the CF_fields from Eikon Quote or from Data Access - Composite (hosted on AWS).

I think RFA doesn’t expose composite fields.

But the question still the same without consolidate fields.

In this case we use:

TRDPRC_1: +1.27

SEC_ACT_1: +1580

What is the rule to decode Ask value for this RIC?

Thanks and regards,

Christophe

1578475110615.png (9.8 KiB)

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Christophe.Provot · Jan 08, 2020 at 10:07 AM 0

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Thank Veerapath,

In this case I think there is an issue with consolidated field CF_ASK who is set with the volume.

There is also the same issue on Eikon 360 Menu where ask value is displayed with volume:

Regards,

Christophe

1578477937212.png (11.5 KiB)

Answer 1 · 2020-01-08T10:45:19Z

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Answer by SupDev1 · Jan 08, 2020 at 10:45 AM

For "POLONIA=" bid is the rate and ask is the volume in million PLN - more

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Christophe.Provot · Jan 08, 2020 at 02:45 PM 0

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Is there a way to dynamically identify for some RIC that the ask is a volume and not a price?

SupDev1 Christophe.Provot · Jan 08, 2020 at 11:59 PM 0

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maybe condition like ask==volume in code

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Christophe.Provot SupDev1 · Jan 09, 2020 at 08:45 AM 0

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I would like to not have volume in CF_ASK field.

I think it is the best way to fix this issue.

Do you know at which level the CF_ field is set? Can we change the rule for this type of RIC.

How to decode ask value from POLONIA= RIC

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