TRTH2.0 Intraday report - fields

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Question by ashish.singhal · May 25, 2017 at 12:04 AM · dss TRTH trth dss migration

TRTH2.0 Intraday report - fields

Does TRTH 2.0 have "Average Execution Price" and "VWAP" fileds available for an intraday report?

We currently use these fields in TRTH1.0

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Answer 1 · 2017-05-31T15:55:46Z

REFINITIV

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Answer by zoya.farberov · May 31, 2017 at 03:55 PM

Hi @ashish.singhal,

The following answer was provided by TR content team:

"The VWAP and Average Execution Price calculated by v1 on minute summary data will not be provided. Minute Summary data is being aligned with Eikon, which has much higher quality summary data. Eikon doesn't provide this capability."

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Answer 2 · 2017-05-25T00:15:21Z

REFINITIV

Answer by Pimchaya.Wongrukun · May 25, 2017 at 12:15 AM

Hello @ashish.singhal

Please refer to Tick History 11.0 Data Dictionary in Field Descriptions sheet that shows all fields available in each report template including Tick History Intraday Summaries.

To compare the data supported by Tick History v1 with the data supported by Tick History v2, please see Tick History v1 - v2 Data Comparison Guide

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Answer 3 · 2017-05-25T00:18:57Z

Answer by ashish.singhal · May 25, 2017 at 12:18 AM

It looks like those fields have been removed in TRTH 2.0

Do you have any suggestions on how to work around this problem?

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TRTH2.0 Intraday report - fields

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