For set-sized ordered fields $(F,+,\times,<)$, the following are equivalent:
- $F$ has no proper dense ordered field extension
- every Cauchy sequence $\operatorname{cof}(F) \rightarrow F$ converges, where $\operatorname{cof}(F)$ is the cofinality of $(F,<)$.
- $F$ is complete as uniform space where the uniform structure is derived from the ordering.
We say that $F$ is Cauchy-complete if these conditions hold. There is a dense ordered field extension $\widetilde{F} \supseteq F$ which is Cauchy-complete, and this characterizes $\widetilde{F} / F$ up to unique isomorphism, because it is a final object of the category of dense extensions of $F$ (with commutative triangles as morphisms). It is also initial in the category of cofinal and Cauchy-complete extensions of $F$.
This extension is called the Cauchy-completion of $F$.
The equivalence above works for class-sized fields in NBG set theory, but there need not be a Cauchy-completion for all such fields. Indeed, for surreal numbers, the completion would be "too large to be a class". For instance, one can show in certain conservative extensions of NBG in which $\widetilde
{\mathbf{No}}$ exists that $2^{\mathbf{On}}$ injects in it. This is because every strictly increasing and cofinal sequence $u:\mathbf{On} \longrightarrow \mathbf{On}$ induces a Cauchy sequence $C(u)=(\sum \limits_{\gamma<\alpha}\omega^{-u(\gamma)})_{\alpha \in \mathbf{On}}$ in $\mathbf{No}$, in such a way that no two distinct such sequences may have the same limit in an extension.
One can inject $2^{\mathbf{On}}$ into the class of such sequences $\mathbf{On} \longrightarrow \mathbf{On}$ by sending $v:\mathbf{On} \longrightarrow \{0,1\}$ to $u(v):\alpha \mapsto \alpha+v(\alpha)$ if $\alpha$ is a limit, and $\alpha+1 \mapsto u(v)(\alpha)+ 2^{v(\alpha)}$ for all $\alpha$.
If $\widetilde
{\mathbf{No}}$ were a class in NBG, then it would inject in $\mathbf{On}$ (by the axiom of limitation of size): hence we would have an injection $2^{\mathbf{On}}\rightarrow\mathbf{On}$ as per the conservative extension of NBG, which cannot be.
In particular the surreal numbers themselves are not Cauchy-complete.