I am requesting bars from the rdp api, can you tell me what the filed names are for Open, High, Low, Close and VWAP for intra day bars ?
Thx
hi @gordon.konheiser ,
The answer provided in the help desk ticket you raised is below
We have the below data fields for OHLC in Excel.TR.OPENPRICETR.HIGHPRICETR.LOWPRICETR.CLOSEPRICEWe also have fields available in Quote app which can be OPEN_PRC,HIGH_1, LOW_1,TRDPRC_1. This represents the OHLC
I've tried using RD Library to retrieve mentioned fields and here's the result
Please let me know in case you have any further questions.
Hi @gordon.konheiser,
You can invoke the intraday-summaries endpoint on the API playground and see all the data fields that are returned. I don't see a VWAP field, so you might have to calculate it in your app.
Hi I have looked at the playground, but I am not finding the correct field for the open and close of a bar:
I think it is some combination of the fields OPEN_BID, OPEN_ASK, BID_HIGH, ASK_HIGH etc. For content clarification it is best to raise a ticket at my.refinitiv.com and directly speak with a content expert.
No that is not correct, (traditional) OLHC bars are based on Trades only not bid and ask. I was ask the help desk.
