LSEG .NET

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Hello,

Is it possible to get Auction fields: OPN_AUC and OPN_AUCVOL from Summaries request as follows?

is it possible to get OPN_AUC and OPN_AUCVOL from Summaries request as follows?
stream = Summaries.Definition("1COVG.DE")
.Fields("DATE, OPEN_PRC, INT_AUC, OPN_AUC, CLS_AUC, CLS_AUCVOL, OPN_AUCVOL, INT_AUCVOL")
.Interval(Summaries.Interval.P1D)
.Sessions(HistoricalPricing.Sessions.normal)

.Count(1)

.GetStream(); // …
What we receive:
DATE, OPEN_PRC, INT_AUC, OPN_AUC, CLS_AUC, CLS_AUCVOL, OPN_AUCVOL, INT_AUCVOL,  
1COVG.DE, 2025-06-19, 59.94, 59.84, 59.94, 59.7, 2188, 23, 154,

2025-06-20, 60, , , , , , ,

For 2025-06-19 (yestrday) we're able to get the data directly.

But for 2025-06-20 we get only OPEN_PRC and no volume.

Thank you in advance.

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Jaroslav

    Thank you for reaching out to us.

    This could be an expected behavior.

    Because you are using the Count(1), the data of the first line is from the historical database.

    Then, other data will be from the library and the streaming service.

    image.png

    You can enable the TRACE log in the library to verify the data.


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