How can I pull historical ticker-level closing auction volume in Refinitiv Eikon excel?

EWilder
EWilder Newcomer
in Datastream
How can I pull historical ticker-level closing auction volume in Refinitiv Eikon excel?
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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @EWilder

    If you are using Datastream, you can use the Time Series Request to build a formula for you.

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    You can also use the DFO Navigator to search for datatypes.

    1673339738201.png

    However, if you are unable to find the required datatype, please contact the Datastream support team directly via MyRefinitiv.

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @EWilder

    Thanks for reaching out to us.

    You can use the Build Formular tool in Eikon Excel to generate Eikon Excel formulas used to retrieve the required data.

    1673250697807.png

    I found the TR.ClosingAuctionVolume field in the Time Series Data category.

    1673250577799.png

    However, you can contact the Eikon support team directly via MyRefinitiv and ask for the Eikon Excel formulas which can be used to retrieve the required data.

    I hope that this information is of help


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