Is there a way to customize the VWAP calculation to exclude certain trades? I see using the TR.Tr...

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Kenny.lee
Kenny.lee Newcomer
in Eikon Data APIs
Is there a way to customize the VWAP calculation to exclude certain trades? I see using the TR.TrdsByCond they are group but can I exclude some of these to get closer to the Bloomberg VWAP calculation?
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  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @Kenny.lee

    I would recommend you reach out the Refinitiv Helpdesk for questions related to content. They can bring in a content specialist who can help determine how this calculation can be achieved.

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