I'm trying to pull TR.CLOSEPRICE for a number of RICs on a weekly frequency. It works fine when on a daily frequency, but I need weekly as I'm getting a large history and it will take too long on daily, as well as the fact all my other variables are weekly.
As you can see Daily frequency works, while Weekly doesn't.
I've tested this on a number of RICs and a number of different weekly frequencies and date ranges and the same thing is happening. TR.PriceClose works on both frequencies but it does not work for old unlisted RICs (as per it's description) so I need to use TR.CLOSEPRICE.
Any help is greatly appreciated.