OPN_AUC and OPN_AUCVOL history

igorg
igorg Advocate
in Eikon COM

I use rtx from COM API to get OPN_AUC and OPN_AUCVOL values for the Mexican exchange tickers. But this is real-time data. Is there a way to get these fields for some particular date in the past?

I see TR.OPENINGAUCTIONPRICE and TR.OPENINGAUCTIONVOLUME fields in DIB, but they are empty.

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  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    @igorg I could not find anything immediately. The fields that you mentioned in your question (TR.OPENINGAUCTIONPRICE) may refer to US Treasuries and other fixed income instruments.

    I would suggest that you should contact your local Refinitiv support desk for content questions though.

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