In Eikon Quote, I see the many of fields beginning with "CF_" (i.e. CF_LAST, CF_DATE, CF_BID, CF_ASK). When I tries to subscribe same RIC with RFA, there is no "CF_" fields received.
I would like to know how it is possible to retrieve the "CF_" fields.
The “CF_” field is “Consolidate/Common” field generated by application such TRKD and Eikon to relevant data regardless of which field data is provided by that exchange. The applications use their own logic to map the existing field to the "CF_" field. For example, the CF_LAST field of equity generally comes from the last trade price field (TRDPRC_1).
This means that RFA application will not receive any "CF_" fields. RFA application should use actual fields provided by feed instead.
For more information about field mapping in Eikon, please contact Eikon support team.