Is there a BIDSIZE/ASKSIZE filed in Market Price domain?

aleksandr_kabantsev

It seems that we don't receive these fields. How can we build an L1 order book without level sizes? Are there any other suitable fields?

umer.nalla

Hi @aleksandr_kabantsev

I tried to identify the relevant fields, but as I am not a content specialist, I could not do so.

Therefore, I have raised a Content ticket for you ref: 10010362 - using the email address linked to your forum login.

Someone, from the content team, should get back to you soon.

umer.nalla

Hi @aleksandr_kabantsev

Can you please provide examples of RICs for which you don't see BIDSIZE and ASKSIZE? The Refinitiv Real-Time feed carries over 80million+ RICs and the fieldset can vary based on asset class, exchange, data vendor etc.

e.g. for VOD.L I can see

For other RICS it may be carried in different fields. Generally speaking for Content type queries, you can contact the Content Helpdesk via Product Support | MyRefinitiv and raise a Content query. I would recommend you attach a list of RICs or asset classes/exchanges etc when you raise the ticket - so that your query is forwarded to the right content specialist.

You may also find the Data Model Discovery tool useful.

aleksandr_kabantsev

umer.nalla

Thank you for your help.

I am referring to the 912796D55=TWEB RIC.

aleksandr_kabantsev

Thank you, much appriciated.