Which are the codes of last/bid/ask in the ric USTARTSD=ME?

fcucullu
fcucullu
in Eikon Data APIs

Are the following codes correct?

Last -> TRDPRC_1(I'm not getting information here D= )

Bid -> PRIMACT_1

Ask -> SEC_ACT_1

Thanks!

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Best Answer

  • SupDev1
    SupDev1
    Answer ✓

    CF_LAST(almost always TRDPRC_1, could be HST_CLOSE)

    CF_BID(almost always PRIMACT_1)

    CF_ASK(almost always SEC_ACT_1)

Answers

  • James.Perkins
    James.Perkins

    Try CF_LAST (FID 5364) ... this should be the last ...

  • fcucullu
    fcucullu

    I've tried that before, but that's not the last price operated.

    That code shows the last order that entered to the market.

    For example, if there's a bid-ask of 50-60 and a new bid of 51 enter to the market, although no new transactions is made (51-60), CF_LAST shows 51, because is the last order that entered.

    Do I make myself understood?

    Thanks!

  • James.Perkins
    James.Perkins

    OK, I think I see what's happening here: For the RIC USTARTSD=ME ,,, all the fields you mentioned above are actually only showing the Last Traded price (with cooresponding volumes); NOT Bid/Ask... To get Bid/Ask you need to use the RIC USTARTSD1=ME . I don't have access to actually see it; it requires permission to "MA3" (Mercado Abierto Electronico-Fixed Income Level 1).

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