When you load a market data item such as a price, FX rate or fixing into the LUSID Quote Store, you must specify both:
A provider representing a financial data vendor for that item. If your vendor is not listed, use Lusid or Client.
A field representing a price type supported by that vendor, for example bid, mid, ask and so on.
Valid combinations are listed in the table below:
Provider | Supported fields |
|---|
Lusid
| Any string |
Bloomberg
| bid, mid, ask, open, close, last
|
SIX
| bid, mid, ask, open, close, last, referencePrice, highPrice, lowPrice, maxRedemptionPrice, maxSubscriptionPrice, openPrice, bestBidPrice, lastBidPrice, bestAskPrice, lastAskPrice, finalSettlementOptions, finalSettlementFutures, valuationPriceAmount
|
DataScope
| bid, mid, ask
|
Client
| Any string |
Edi
| bid, mid, ask, open, close, last
|
TraderMade
| bid, mid, ask, open, close, high, low
|
FactSet
| bid, mid, ask, open, close
|
Rimes
| bid, mid, ask, open, close, last
|
ICE
| ask, bid, close, high, low, open, primaryExchangeTradePrice, vwap, mid
|
LSEG
| ASK, BID, MID_PRICE
|