How to interpret missing FIDs in Market Price Update messages

Hello.

I have a question: Some Market Price Update messages have ASK (FID 25) but no ASKSIZE (FID 31). Some other Market Price Update messages have ASKSIZE (FID 31) but no ASK (FID 25).

If ASK is present but ASKSIZE is missing, does it mean that the last ASKSIZE is still valid and should be used? Thanks.

Find more posts tagged with

refinitiv-realtime

market-price

#content

Accepted answers

All comments

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.

Quick Links