Price History Exchange Value

elvis.fernandez

If I request a price history is the API returning the price for the Nasdaq exchange or an average amongst other exchanges?

Request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "IdentifierType": "Ric",
          "Identifier": "DWAQ.O"
        }
      ]
    },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "2019-05-17",
      "QueryEndDate": "2019-05-28"
  	}
  }
}

Response

RIC,Trade Date,Universal Close Price,Volume
DWAQ.O,2019/05/17,,
DWAQ.O,2019/05/20,,
DWAQ.O,2019/05/21,111.79,
DWAQ.O,2019/05/22,111.36,
DWAQ.O,2019/05/23,108.8476,
DWAQ.O,2019/05/24,110.58,
DWAQ.O,2019/05/28,110.9,

Alex Putkov.1

\*.O (e.g. DWAQ.O) is a consolidated quote from all US trading venues, \*.OQ (e.g. DWAQ.OQ) is NASDAQ only. The close price for \*.OQ is NASDAQ Official Closing Price (NOCP), the close price for \*.O is the consolidated last sale price. For illustration of the difference see the closing prices for AAME between 28-May-19 and 30-May-19.
https://www.nasdaq.com/aspx/historical_nocp.aspx?symbol=AAME
https://www.nasdaq.com/symbol/aame/historical
and compare them to close prices returned by TRTH for AAME.OQ and AAME.O.