Why the ask_size and bid_size values are always empty in DIB and EIKON DATA API?
I want to get the realtime ask_size and bid_size values of cocoa using EiKon data api,but these datas are always empty.How can i get it?
Best Answer
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The Data Item Browser is imperfect in that, even though it applies filters to the fields applicable to a given instrument or RIC based on asset class, it still returns some fields that are not populated or that do not exist for the instrument. In this example all the fields listed in the screenshot are from the Real Time category (they do not start with 'TR.'). See an explanation for field mnemonics in this answer. By displaying the RIC in a Quote app and switching the app to All Fields view you can see the full real-time record image of the RIC. Fields ASKSIZ_1 etc are not present in the record image of LCCc1, which means these fields do not exist for this RIC on the datafeed. In other words there's no way to get them. Switching the gears I'm curious why you're interested in these fields. When available as part of the real-time record image, ASKSIZ_1, ASKSIZ_2 etc. fields would be used to ripple ask size values. In other words when a new ask quote is received the new ask size is populated into ASKSIZ_1 while the previous value of ASKSIZ_1 is moved to ASKSIZ_2, the previous value of ASKSIZ_2 is moved to ASKSIZ_3 and so on. Given that Eikon Data API currently does not provide streaming capability for real-time data updates, it makes me wonder what might be the value of knowing a few previous values of ask size?
The most recent value of bid and ask size you can get using BIDSIZE and ASKSIZE fields.0
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