How can I get values for the following FIDs 52 Week High(3265)Low(3266) and Markey Cap/Value(2744/21

How can I get values for the following FIDs 52 Week High(3265)Low(3266) and Markey Cap/Value(2744/2150)) I am using the MsgModel Type of MMT_Market_price

Best Answer

  • Hi Steven,

    All these RICs are for non-equity instruments so they wont carry any information in fields 2744/2150 (unless, for some reason, they are carried illogically of course!).

    For the rest: Instruments such as LCOc1 are futures so we use fields LOCHIGH(62) and LOCLOW(63) as these show the life of contract high and low which are more relevant for derivatives.

    For Instrument such as GBP= these are FX Spot rates and the information we get for these are quotes(BID and ASK) so we put highs and lows through the BID/ASK HIGH and LOW fields ie YRASKHIGH(7868), YRBIDHIGH(7869). We don't cover a Life high at this time.

    For instruments like NACFRJPSWMc3, these are Commodity oil product RICs and again we don't seem to cover life high and low at this time, I'm not sure the exact reason for that but its possible we just haven't had any demand for it in the past for our Elektron realtime service.

    In the initial image when you call in the RIC it should provide a full list of fields available. For mainly Exchange traded instruments (which these mostly aren't to be fair) we do have individual field lists available in our Elektron Data Dictionary product which is available through the Developer Connect Service we provide for application support. We do also cover some OTC content field lists in there - including FX Spot rates.

Answers

  • Hi...these fields are not always populated, depending on instrument type or even exchange. Do you have some sample RICs?

    For example if you look at 3265 and 3266 for VOD.L (Vodafone on London) you should get values, however this RIC doesn't use the fields 2744 or 2150 - whereas PEUP.PA (Peugeot on Euronext Paris) does as the exchange provides us this information.

  • Thanks Tim

    Here are some sample RICs, .IO62-CNI=SI, /LCOc1, /LCOc2, /LCOc3, /LCOc4, /LCOc5, /LCOc6, /LCOc7, CMAP2C1, CMAP2C2, CMAP2C3, CNY=, DUB-EFS-1M, EUR=, GBP=, JPY=, KRW=, NACFRJPSWMc1, NACFRJPSWMc2, NACFRJPSWMc3, NACFRJPSWMc4, NACFRJPSWMc5, NACFRJPSWMc6, NACFRJPSWMc7, XAU=

    How do I find out if a certain RIC returns a certain field?

  • Thanks Tim

    Here are some sample RICs, .IO62-CNI=SI, /LCOc1, /LCOc2, /LCOc3, /LCOc4, /LCOc5, /LCOc6, /LCOc7, CMAP2C1, CMAP2C2, CMAP2C3, CNY=, DUB-EFS-1M, EUR=, GBP=, JPY=, KRW=, NACFRJPSWMc1, NACFRJPSWMc2, NACFRJPSWMc3, NACFRJPSWMc4, NACFRJPSWMc5, NACFRJPSWMc6, NACFRJPSWMc7, XAU=

    How do I find out if a certain RIC returns a certain field?

  • Brilliant Answer, Thanks Tim

  • Brilliant Answer, Thanks Tim