For a deeper look into our Elektron API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 0 1 0

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,

elektronrefinitiv-realtimeelektron-sdkrfadata
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.

Hello @Christophe.Provot,

The question is in Elektron API area, and is tagged RFA.

However, I do not see CF_ fields via Elektron fids that are accessible via enterprise APIs (RFA).

I do see them via Eikon Data API, they are consolidated fields generated by Eikon from other fields.

Please clarify if this is what you are looking at, or you are seeing CF_ fields via RFA?

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)

Hello @Christophe.Provot,

I have found the same question in Service Cloud case. Below is the resolution which provide explanation of the fields. For further explanation, please open a Content query via MyRefinitv.

Please be informed the values published on RIC <POLONIA=> are not ASK and BID. The values are:
Last Value: 1.43
Volume (m): 1450
The volume is quoted on FID 275 and the rate is updated on FID 393. 
The updated values are inline with the source. 


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)

@Christophe.Provot

It does not have anything relating to RFA functionality.

CF fields were generated by Eikon and it's not available in Elektron. If you want to reports the issue that Eikon incorrectly maps the field to the CF field, please contact the Eikon support/Dev team directly.

Show more comments

1 Answer

· Write an Answer
Upvotes
Accepted
4.1k 4 7 12

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


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.

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

maybe condition like ask==volume in code

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.

Show more comments

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.