How can we get historical data pricing including "Volume" in dollars and not in shares?

Hi,
We are using the .Net Core library "Refinitiv.Data.Content" (https://www.nuget.org/packages/Refinitiv.Data.Content/1.0.0-beta1). We are connecting to the eikon app, running in our computer, using the AppKey we generated in the Eikon.
How can we get historical data pricing including "Volume" in dollars and not in shares?
Best Answer
-
The following request retrieves daily volume in shares, VWAP and turnover (or volume in monetary units) for the RIC IBM.N.
string[] fields = { "ACVOL_UNS", "VWAP", "TRNOVR_UNS" };
var response = Summaries.Definition("IBM.N")
.Fields(fields)
.Interval(Summaries.Interval.P1D)
.GetData();The list of fields available differs by instrument. As @nick.zincone said, you can retrieve all fields available for a given instrument by omitting the Fields method from the above.
0
Answers
-
Hi @eugenelimtbc,
The Refinitiv Data Library for .Net creates a wrapper around the RDP HistoricalPricing endpoint. I don't believe the service provides a field for the Volume in dollars within the native response. You can actually see the all historical pricing fields available by simply leaving out the.Fields() specification in the request, i.e:
response = Summaries.Definition("VOD.L").Count(2)
.Interval(Summaries.Interval.P1M)
.GetData();The response data will contain the values for all available fields within the response. To get a complete list of the field name, you can do this:
Console.WriteLine($"Fields:\n{string.Join("\n",
response.Data.Fields?.Select(f => $"\t{f.Name} ({f.Type})"))}");The library is only an interface to the backend service. I would suggest you contact the helpdesk if you want to better understand what data is available within this service.
0 -
Thanks for your answer.
So, how can we get historical data with volume in dollars? Is there some other endpoint, or can we get it from eikon api? Maybe we can calculate it somehow?
0 -
Hi @eugenelimtbc,
Are you talking about Market cap? Are you limited to using .Net? Many of the advocates on this forum can provide assistance when using the APIs and are not content specialists which is why I suggested reaching out to the helpdesk which can guide you of the calculation and/or where the data may live.
0
Categories
- All Categories
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 613 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 248 ETA
- 552 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 629 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 191 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 84 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛