Request Average Price over a period of time.

Hello,

I would like to know if there's something like TR.PriceAvg2D but in the form of time-series. I would like to construct the field "average value traded" with this, since I'm having issues requesting TR.AvgDailyValTraded5D and TR fields alike for a group of stocks. But I can't find anything like that.

Any help is appreciated!

Best Answer

Answers