meaning of the field VOL_X_PRC1

arvnar2407
arvnar2407 Newcomer
edited 3:36AM in Eikon Data APIs

What is the meaning of the field VOL_X_PRC1. Does this imply VWAP?

I see in the Eikon as well as the Workspace product, the field VWAP is not supported when requesting data. Can

VOL_X_PRC1 be used for VWAP. Are there any other recommendations for the same.

Answers

  • Hello @arvnar2407,

    For content questions, its best to ask data experts at LSEG MyAccount.

    Looking at the Data Item Browser, I see this description for this field -

    Numeric field to contain a value equivalent to the product of the latest trade volume and latest trade price.

    There is also a TR.TSVWAP field which does not belong to the real-time class.