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Open Feature request MC-525

Mid Price using Bloomberg Data Feed

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Description

The ability to choose Mid Price as the quote field for an instrument using the Bloomberg data feed.
This would help illiquid instruments as the mid price changes more frequently than the trade price and also would'nt require the need to include Bid and Ask prices to calculate the Mid Price.

Steps to reproduce this issue

Bloomberg currently produce the mid price along with trade, bid and ask prices. It is available in the Histrocial tool and implementation would simply require the addition of the field to the MC front-end

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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
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  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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