blank item in field 317 (ROW80_3)

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in Elektron

hi

we are receiving data from reuters CBQ feed, by Elektron SDK.

here are some data we received.

for RIC : 0079bk.HKd

image

the number like '9094', '8760' are broker number.

string '-1s', '-6s', '+8s', '+12s' mean 'Spread', for buy/sell

question :

what's does these blank items ( I added red rectangle) mean???

thanks.

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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul
    Answer ✓

    I'm not expert on this content query. I understand that there is no price for that spread level in the Market Depth so the broker ID for that spread is blank.

    Below is the market depth of this RIC (retrieved from 0079.HKd). For this RIC, the spread level should be 0.01 and the best BID for this RIC was 0.82. As you see, the market depth doesn't contain the BID price of the 5s (0.770), -6s (0.760), -7s (0.750) spreads.

    image

Answers

  • Nipat Kunvutipongsak
    Nipat Kunvutipongsak

    Hi @dtop,

    As I've received this similar question in the past, I'd like to quote the answer from Data/Content team as follows:

    Each 4-digit numeric number represent the broker ID of brokers in the order queue with orders of the best bid/ask price minus/plus 'n' spread(s). Read the order queue from the left column vertically. "+1s,-2s,+3s etc" represent the spread. The brokers Broker ID after e.g. '-1s' are brokers with best price minus one spread, after '-2s' are broker with best price minus two spreads.

    Referring to the result attached, I think that broker(s) of the particular spreads are empty, which are as follows:

    • BID: -5s, -6s, -7s, -9s, -11s, -13s, -15s, -17s and -19s
    • ASK: +1s, +8s, +11s, +12s, +15s, and +16s

    Here this is the other useful information for Hong Kong Equities:

    • You can look up broker's information via HKBS<xx> page (e.g. HKBK01, HKBK02...)

    image

    • An HK/CHAR1 page will give you a basic RIC name convention.

    image

    Hope this helps.

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