Steven Ulbricht
Steven Ulbricht

Reputation: 21

Bloomberg-R Depth of market access

I have have successfully retrieved book depth pricing using the BEST_BIDn BDP field where n is 1 through 9 and represents the market-making position.

What field will give the corresponding bid size?

Upvotes: 0

Views: 214

Answers (1)

assylias
assylias

Reputation: 328598

You can use BEST_BIDn_SZ so for example: BEST_BID1_SZ.

Upvotes: 1

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