If you are using Datastream, you can use the Time Series Request to build a formula for you.
You can also use the DFO Navigator to search for datatypes.
However, if you are unable to find the required datatype, please contact the Datastream support team directly via MyRefinitiv.
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.
I found the TR.ClosingAuctionVolume field in the Time Series Data category.
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