Hi,
I am using RFA .Net to get live data. I have a few questions regard of EU composite data.
1. If we use PrimaryRic in RFA, is there any FIDs for EU composite volume?
2. If we use EU Composite RICs: eg LHAGEUR.xbo (stock ticker + currency code + ".xbo"), then the FID for TRDVOL_1(FID = 178) is this volume aggregated cross exchanges?
3. For EU composite ric FID: I checked on
https://refinitiv.fixspec.com/stack/specs/elektron/emea/europe-mifid-composite/3-0-1/2296-mifid-composite-xbo-quote-rics-erttrade-reporting,
There is no accumulate volume: ACVOL_1 (FID = 32). Do we need to re-compute accumulate volume by ourselves?
Thanks,
Han