Seeking some insight on price data feeds via Bloomberg (utilising c++ BB API at the moment). The gist of the issue is that with every price tick received I am interested in knowing the market origin of the price (market source). Basically the exchange or specifically the country of origin of the exchange of the instrument for which a price is requested. The endpoint I communicate with is this one: //blp/mktdata
Have tried adding various fields to the payload of requests, specifically:
EXCH_CODE
FEED_SOURCE
EVT_STATUS_SIMP_SEC_STAT_RT
Getting various yields on these:
EXCH_CODE Field not available for subscription service(BAD_FLD)
FEED_SOURCE Field not available for subscription service(BAD_FLD)
EVT_STATUS_SIMP_SEC_STAT_RT Field not applicable to security(BAD_FLD)
Maybe, someone across the wide userbase here, used BB's c++ API (or their API in general) and had a similar requirement. I might provide a small code snippet later, but I think this is more of a general BB API question, rather a specific implementation question. Happy to provide more details, if I missed explaining some bit of information...