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ashish.singhal avatar image
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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

dss-rest-apitick-history-rest-api
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zoya faberov avatar image
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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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pimchaya.wongrukun01 avatar image
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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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ashish.singhal avatar image
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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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