Problem bringing fields from bloomberg professional terminal
I have a problem bringing some fields with the tick42blp bridge, I'm trying to get the data for the price levels (wBestBidPrice1, wBestBidPrice2,..., wBestBidPrice10) as well as the sizes for those levels and also for the ask side, but when the mamalisten example receives the MamaMsg, it doesn't has those fields, even if they are specified as the documentation shows:
mamalistenc -m tick42blp -tport blp_tport -S BlpMktData -s "AAPL US Equity,[BEST_BID1, BEST_BID2,BEST_BID3,BEST_ASK1,BEST_ASK2,BEST_ASK3]"
And so on...
I have the fieldmap.csv file in WOMBAT_PATH, and I'm using Blomberg's professional terminal, in fact, I can bring these fields using the example included in Blomberg Open API, but not through the bridge which brings other fields like wBidPrice, wAskPrice, wBidSize, wAskSize, wEventTime, among others, but not information about levels.
Has anyone had this issue?
Thanks in advance,
Do you have mappings for these fields in the field map file?
Feel free to mail me a copy of the file directly and I will take a look
From: openmama-users-bounces@... [mailto:openmama-users-bounces@...]
On Behalf Of Macrux