Average Daily Volume

Hello,

I am currently using the `PriceHistoryExtractionRequest` to query for historic prices. I would like to use the API to also retrieve the average daily trading volume for exchange-listed securities (https://www.investopedia.com/terms/a/averagedailytradingvolume.asp)

I have tried querying for Daily Average, but the response does not return back any data for `Daily Average`. Is this the correct field to fetch adv?

Request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "Daily Average"
    ],
    "Condition": {
      "AdjustedPrices": true,
      "QueryStartDate": "2019-12-01",
      "QueryEndDate": "2019-12-20"
    },
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
       
        {
          "IdentifierType": "Ric",
          "Identifier": "SHV.O"
        }
      ]
    }
  }
}

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Accepted answers

veerapath.rungruengrayubkul

Hi @elvis.fernandez,

I'm not a content expert, but there are fields providing Average Volume for days ranging from 5 days till 6 months in the Composite report template. You may try the fields to see if this is the data you're looking for.

For very specific data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via MyRefinitiv or to call the Refinitiv Help Desk directly

All comments

pimchaya.wongrukun01

Hello @elvis.fernandez

If you do not know what field lists are available for price history, you can request a list of those available. Please refer to Get available field list for price history - HTTP request . To get price history, you can refer to Get price history data - HTTP request .

I tested your query and found the same result as you. You may contact DSS support team via Product Support of MyRefinitv for further investigation why DSS return null for all Daily Average of this period.

veerapath.rungruengrayubkul

Hi @elvis.fernandez,

For very specific data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via MyRefinitiv or to call the Refinitiv Help Desk directly

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