Hallo All,
I am trying to fetch Composite extraction request data from Data Scope Select using Python.
For some ISIN list i get the "Average Volume - 30 Days", "Average Volume - 90 Days" values. But for many other ISIN's, i did not get any values for "Average Volume - 30 Days", "Average Volume - 90 Days" and for those ISIN we get bid and ask prices.
From business point of view i belive, there can’t be a price without traded volume.
Below is my extractiom request:
requestBody = { "ExtractionRequest": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.CompositeExtractionRequest", "ContentFieldNames": [ "ISIN","RIC","Trade Date","Market MIC","Market Segment MIC","Average Volume - 30 Days","Average Volume - 90 Days","Close on Close Volatility - 90 Days","Dollar Daily Value Average - 30 Days","Outstanding Shares - Issue Shares Amount","Contributor Code","Ask Price","Bid Price" ], "IdentifierList": { "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [{ "Identifier": "XS0222524372", "IdentifierType": "Isin", "Source": "*" }] , "ValidationOptions": { "AllowHistoricalInstruments": "false" }, "UseUserPreferencesForValidationOptions": "false" }, "Condition": { "ScalableCurrency": "true" } } }
For example for ISIN CH1134540470 i get the values for "Average Volume - 30 Days", "Average Volume - 90 Days" .
Thanks!