How to decode ask value from POLONIA= RIC

Christophe.Provot
Christophe.Provot
in Elektron

Is there a way to identify from a RIC fields how the ask value is "encoded".

For example, in POLONIA= RIC, the consolidate fields value of CF_ASK and CF_BID are:

CF_ASK: +2320

CF_BID: +1.33


What is the real value of ask: 1.2320, 2.320, 2.2320?

How can we identify the logic to use to extract the price?


Thanks,

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Answers

  • Christophe.Provot
    Christophe.Provot

    Hi Zoya,


    I can see the CF_fields from Eikon Quote or from Data Access - Composite (hosted on AWS).

    I think RFA doesn’t expose composite fields.

    But the question still the same without consolidate fields.

    In this case we use:

    TRDPRC_1: +1.27

    SEC_ACT_1: +1580


    image


    What is the rule to decode Ask value for this RIC?


    Thanks and regards,

    Christophe

  • Christophe.Provot
    Christophe.Provot

    Hi Zoya,


    I can see the CF_fields from Eikon Quote or from Data Access - Composite (hosted on AWS).

    I think RFA doesn’t expose composite fields.

    But the question still the same without consolidate fields.

    In this case we use:

    TRDPRC_1: +1.27

    SEC_ACT_1: +1580


    image


    What is the rule to decode Ask value for this RIC?


    Thanks and regards,

    Christophe

  • Christophe.Provot
    Christophe.Provot

    Thank Veerapath,

    In this case I think there is an issue with consolidated field CF_ASK who is set with the volume.

    There is also the same issue on Eikon 360 Menu where ask value is displayed with volume:

    image


    Regards,

    Christophe

  • Christophe.Provot
    Christophe.Provot

    Is there a way to dynamically identify for some RIC that the ask is a volume and not a price?

  • SupDev1
    SupDev1

    maybe condition like ask==volume in code

  • Christophe.Provot
    Christophe.Provot

    I would like to not have volume in CF_ASK field.

    I think it is the best way to fix this issue.

    Do you know at which level the CF_ field is set? Can we change the rule for this type of RIC.

  • SupDev1
    SupDev1

    these could be helpful:

    https://community.developers.refinitiv.com/questions/38723/request-cf-last-in-a-particular-currency.html

    https://community.developers.refinitiv.com/questions/38616/fetching-both-tr-and-cf-product-fields-like-excel.html


  • Christophe.Provot
    Christophe.Provot

    Hi @zoya.farberov

    Does it mean we have to hard-code POLONIA= CF_ASK decoding?
    For other RIC CF_ASK is an ASK and not a volume.

    As you can see Eikon Quote App and Eikon Menu 360 App, display the volume as an ASK value.

    I think the issue must be fixed on data side not in all Apps using POLONIA=

    Regards,

    Christophe

  • zoya faberov
    zoya faberov

    Hi @Christophe.Provot

    Looks like, although this discussion have started with decoding using our API, currently, you would like to suggest a content enhancement, correct?

    If this is the case, this forum is really not the best vehicle.

    Rather an approach that may work much better is MyRefinitiv Account -> Provide Feedback. Your account team can assist if you do not have a customer account registration yet, to get you a registration.

    This will give allow you to voice your suggestion directly to the right audience.

    The majority of the members of this forum are Refinitiv API developers, the moderators are Refinitiv API experts, we can raise a content issue as well, on your behalf, but as a client, you have a direct line of communication to do so.

  • Christophe.Provot
    Christophe.Provot

    Hi Zoya,

    I expected first to have a way to identify from the API that for this specific RIC CF_ASK is not a rate but a volume, It seems that is not possible.

    Then solution should be to fix it at data level:
    - Elektron (creating CF_xxx filelds)
    - Contributor

    I will contact MyRefinitv support team.

    Thanks and regards,

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