retrieve interval vwap

Liang Ge

Hi There,

Is there a way to retrieve interval vwap using datascope select API? For example. the vwap price for IBM between 1/25/2022 09:30:00 and 1/25/2022 10:00:00. I am using python to retrieving data.

Thank you.

Jirapongse

@Liang Ge

I couldn't find the request to retrieve interval VWAP in the Datascope Select API.

However, I can get the "Trade - Market VWAP" with the

TickHistoryTimeAndSalesExtractionRequest in the Tick History API.

The output looks like this:

However, you need to contact the Refinitiv DataScope Select support team directly via MyRefinitiv to confirm it.