What does the COUNT field mean?

yuanjie
yuanjie Newcomer
in Eikon Data APIs

I tried to get the market data of LCOc1. I got the count field just like below. What does the count field mean? why all -1.0 except the last row?

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@Alex Putkov.1

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  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    For exchange traded instruments COUNT represents the number of trades within the time interval. For some reason for futures it is not aggregated into interday intervals. You can retrieve it for intraday intervals, e.g.

    ek.get_timeseries('LCOc1',interval='minute',count=30)
    I'm not sure why the number of trades is not aggregated into daily timeseries. If you'd like to find out, I suggest you contact Refinitiv Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.

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