VWAP and Interval VWAP support

bansalshah

Hi team,

I see that it is possible in streaming data to request a VWAP field and get its value in the first Refresh message. But is there a way that I can receive a interval VWAP i.e request the field VWAP but use an override to specify the start time and end time? If yes, it would be great if you please give an example of how that request would look like.

Thank you

nick.zincone

Hi @bansalshah,

The Elektron APIs presently only support the ability to retrieve streaming, real-time data. I would recommend you reach out to your Refinitiv account manager to discuss suitable services to support the requirement of retrieving intraday timeseries data, such as our Tick History service.

Thanks

pimchaya.wongrukun01

Hello @bansalshah

Thomson Reuters Tick History (TRTH) is an Internet-hosted product on the DataScope Select platform that provides a REST API for unparalleled access to historical data. You can specify fields, start and end date time. Therefore, it is possible that TRTH will serve your requirements. Please contact Refinitiv account team to confirm this again.

You may watch Video introduction to the TRTH REST API which introduce TRTH as short videos set to understand more about TRTH. For the example requests and responses, you can look into TRTH REST Tutorials Postman collection which can be downloaded from Downloads of Thomson Reuters Tick History (TRTH) - REST API

bansalshah

https://community.developers.refinitiv.com/discussion/comment/48837#Comment_48837

Hi @nick.zincone.1 and @Pimchaya.Wongrukun,

Thank you so much for your responses. I had a look at the TRTH service , but my account manager had given us the below API (Elektron Data Platform) link for the non-streaming data:

https://developers.refinitiv.com/elektron-data-platform/elektron-data-platform-apis/learning?content=38560&type=learning_material_item

Can you please let me know if it is the same as TRTH or is it different? And if different what are the major differences between the two.

Thanks

nick.zincone

https://community.developers.refinitiv.com/discussion/comment/48902#Comment_48902

Hi @bansalshah,

The above link is for our new strategic data platform where both streaming, non-streaming content can be accessed. The services provided there are constantly growing providing more content and value. TRTH is a mature, full-service historical platform that does provide what you are looking for but also provides scheduling services, FTP downloads etc. Given your account manager suggested to use the Elektron Data Platform for your needs, I would suggest you move forward with that. However, if you find your non-streaming requirements do expand into areas where you want more services and additional content not presently available within the Elektron Data Platform, I would reach out to your account manager to discuss. Hope this helps.

bansalshah

https://community.developers.refinitiv.com/discussion/comment/48904#Comment_48904

Hi @nick.zinconenick.zincone.1,

Thank you so much for your response. That clear out all the doubts. So for now I will continue using the Elektron Data Platform and will ask for TRTH if needed.

Thanks