I have DisplaySourceRIC set to True for market depth requests.
When requesting data for a ric like YAPc1 the underlying ric column is there as expected.
However for a ric like ESM0 the underlying ric column is missing. I would have expected the column to be present with all values as empty similar to what is seen for time and sales requests.
Is there a way to get this to market depth to behave similar to time and sales and contain an underlying ric column even if its empty?
Hi @tobelawe1,
I am able to replicate the issue. As far as I know, there is no interface or parameter to change the behavior. The "Alias Underlying RIC" field is generated by TRTH. To investigate the issue further, please raise a query to TRTH support team via MyRefinitiv to verify if data is valid or any change is required on data source.