PriceHistoryExtractionRequest Missing Prices

Hi, I am using the price history PriceHistoryExtractionRequest API to retrieve historical prices. I am querying for ric: DWAQ.O between dates 2019-05-20 and 2019-05-22. The extraction response for May 20th has an empty value for the price. Is this the expected behavior of the API?


Request:

{
"ExtractionRequest": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
"ContentFieldNames": [
"RIC",
"Trade Date",
"Universal Close Price"
],
"IdentifierList": {
"@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [
{
"IdentifierType": "Ric",
"Identifier": "DWAQ.O"
}
]
},
"Condition": {
"AdjustedPrices": false,
"QueryStartDate": "2019-05-20",
"QueryEndDate": "2019-05-22"
}
}
}

Response:

RIC,Trade Date,Universal Close Price
DWAQ.O,2019/05/20,
DWAQ.O,2019/05/21,111.79
DWAQ.O,2019/05/22,111.36

Best Answer

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

    This is expected. On 2019-05-20 the only trades recorded for DWAQ.O were odd lot trades, which by convention are not summarized into daily price history. In other words there were no regular trades for this stock on 2019-05-20.
    If you check the price history record for this stock on NASDAQ Website you'll see that for 2019-05-20 the trading volume is zero and the closing price from the previous day is repeated.
    https://www.nasdaq.com/symbol/dwaq/historical

Answers