Average Daily Volume

elvis.fernandez
elvis.fernandez Newcomer
in DSS

Hello,

I am currently using the `PriceHistoryExtractionRequest` to query for historic prices. I would like to use the API to also retrieve the average daily trading volume for exchange-listed securities (https://www.investopedia.com/terms/a/averagedailytradingvolume.asp)

I have tried querying for Daily Average, but the response does not return back any data for `Daily Average`. Is this the correct field to fetch adv?

Request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "Daily Average"
    ],
    "Condition": {
      "AdjustedPrices": true,
      "QueryStartDate": "2019-12-01",
      "QueryEndDate": "2019-12-20"
    },
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
       
        {
          "IdentifierType": "Ric",
          "Identifier": "SHV.O"
        }
      ]
    }
  }
}


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Best Answer

  • veerapath.rungruengrayubkul
    veerapath.rungruengrayubkul LSEG
    Answer ✓

    Hi @elvis.fernandez,

    I'm not a content expert, but there are fields providing Average Volume for days ranging from 5 days till 6 months in the Composite report template. You may try the fields to see if this is the data you're looking for.

    image

    For very specific data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via MyRefinitiv or to call the Refinitiv Help Desk directly

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