OPN_AUC and OPN_AUCVOL history

igorg

I use rtx from COM API to get OPN_AUC and OPN_AUCVOL values for the Mexican exchange tickers. But this is real-time data. Is there a way to get these fields for some particular date in the past?

I see TR.OPENINGAUCTIONPRICE and TR.OPENINGAUCTIONVOLUME fields in DIB, but they are empty.

Zhenya Kovalyov

@igorg I could not find anything immediately. The fields that you mentioned in your question (TR.OPENINGAUCTIONPRICE) may refer to US Treasuries and other fixed income instruments.

I would suggest that you should contact your local Refinitiv support desk for content questions though.

Zhenya Kovalyov

@igorg can you give an example RIC please?

igorg

https://community.developers.refinitiv.com/discussion/comment/35871#Comment_35871

Zhenya Kovalyov

Dec 11, 2018

@igorg can you give an example RIC please?

AMXL.MX, CMXCPO.MX

igorg

https://community.developers.refinitiv.com/discussion/comment/35874#Comment_35874

thank you