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I'm using the Bloomberg API to subscribe to market data changes. While I manage to retrieve fields such as OPT_GAMMA_MID_RT or OPT_DELTA_ASK_RT, it seems I cannot retrieve the iNav for a given ETF (the code would be ETF_INAV_VALUE).

I can send a ReferenceDataRequest directly (using the ticker and the code ETF_INAV_VALUE) and correctly get the value, but I don't receive any feed regarding changes to the iNav value. I would like to avoid polling with ReferenceDataRequest...

The field is updated in my terminal but I am not made aware of it in my code even though I did subscribe.

Does this field need special handling compared to regular ASK / BID fields?

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ETF_INAV_VALUE is not a real time field so it won't work (HELP HELP may have a workaround on this).

Alternatively, you can query the EXCHANGE_TRADED_FUNDS_NAV_TKR_RT field which will give you a ticker for the NAV. Then subscribing to the last price on that ticker should give you what you want (note that I haven't tried).

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  • $\begingroup$ thanks for the swift and insightful reply, I'll try that ! I think you meant EXCH_TRADED_FUNDS_INAV_TKR_RT for the field though. $\endgroup$ – Max Feb 23 '16 at 10:15

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