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VWAP retrieval at a given date

Hi,
We are collecting information data for a given list of instruments (at a given time).

We are retrieving information of the Open, High, Low, Last prices (and the Volume value) for every instrument set on the mentioned list, by defining the report template shown next:

/Extractions/TickHistoryIntradaySummariesReportTemplates
{
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ReportTemplates.TickHistoryIntradaySummariesReportTemplate",
    "ShowColumnHeaders": false,
    "Name": "MyReportTemplate2dsfs",
    "Headers": [
         
    ],
    "Trailers": [
         
    ],
    "ContentFields": [
        {
            "FieldName": "Open",
            "Format": null
        },
        {
            "FieldName": "High",
            "Format": null
        },
        {
            "FieldName": "Low",
            "Format": null
        },
        {
            "FieldName": "Last",
            "Format": null
        },
        {
            "FieldName": "Volume",
            "Format": null
        }
       
    ],
    "Condition": {
        "MessageTimeStampIn": "GmtUtc",
        "ReportDateRangeType": "Range",
        "QueryStartDate": "2015-12-01T13ge:00:00.000Z",
        "QueryEndDate": "2015-12-01T13:05:00.000Z",
        "TimebarPersistence": true,
        "DisplaySourceRIC": false,
        "SummaryInterval": "OneHour"
    }
}

But we also need too retrieve the VWAP price, which is not found on the list of available fields for this resource...

Is there another way of getting such price (VWAP) in addition of the data already retrieved by means of the previous call?

Thanks, in advance, for all your help.

tick-history-rest-apivwap
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1 Answer

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Refer to TICK HISTORY V1 - V2 COMPARISON (JUNE 2017), at Difference 4: No Calculated VWAP/Average Execution Price on Summary Data, Calculated VWAP and Average Execution Price on minute summary data are not supported in Tick History v2.0.


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