Name of Reuters Fields from OHCL bars

gordon.konheiser
gordon.konheiser Explorer
in Refinitiv Data Platform

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

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    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.OPENPRICE
    TR.HIGHPRICE
    TR.LOWPRICE
    TR.CLOSEPRICE

    We 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

    1662458209629.png

    Please let me know in case you have any further questions.

Answers

  • Gurpreet
    Gurpreet admin

    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.


    1661175830054.png

  • gordon.konheiser
    gordon.konheiser Explorer

    Hi I have looked at the playground, but I am not finding the correct field for the open and close of a bar:

    1661252790966.png


  • Gurpreet
    Gurpreet admin

    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.

  • gordon.konheiser
    gordon.konheiser Explorer

    No that is not correct, (traditional) OLHC bars are based on Trades only not bid and ask. I was ask the help desk.

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