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Missing vwap for EU symbols consolidated rics

Hi We are using datascope to extract data and we are recently seeing missing vwaps for all EU Oslo .xbo symbols.

Example data: the third last value is vwap in the below.

AFGRANOK.xbo,2017.09.25,25242,147,144,146.5,,144.5,144.5,145,143.5,,,0
AKASNOK.xbo,2017.09.25,381225,16.7,16.3,16.4,,16.7,16.2,16.9,16.3,,,0
AKERBPNOK.xbo,2017.09.25,519742,155.2,151.7,152.5,,153.7,151.2,154.9,152.9,,,0

dss-rest-apidatascope-selectdss
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What is a report template and list of fields used to extract the above output?

Not sure on that as its been called by a jar file.

However for other symbols, vwap is coming. only for EU xbo stocks vwap is missing.

Can you share the code when extracting the above data? Otherwise, you can directly contact DSS support team via Contact Us to verify the data.

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I have testes it with ElektronTimeseriesExtractionRequest. The value of VWAP is null for those RICs.

RIC,Bid,Ask,VWAP
AFGRANOK.xbo,146,147,
AFGRANOK.xbo,143.5,144.5,
AKASNOK.xbo,16,16.6,
AKASNOK.xbo,16.1,16.8,
AKERBPNOK.xbo,148,150.3,
AKERBPNOK.xbo,149.5,151.4,

It should be a content question. Please directly contact DSS support team via Contact Us to verify the data.

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Hi Any reply?

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Hi There,

I only posted few examples, but this issue is prevelant across exchanges. And some of the exchanges have about 90%+ symbols with missing vwap even though there is traded volume. Also, this data is available on Bloomberg. This is causing production issues in our system. Please remediate asap and come back to us on the reasons ASAP.

attached is the set of some stats.


kjmez.png (178.6 KiB)
da1vi.png (178.6 KiB)
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Hello @muneish.adya,

I'm not sure whether you've submitted a ticket to DSS team already or not.

If you don't know how to submit a ticket, please go to https://my.thomsonreuters.com/ContactUsNew, click 'I believe content is incorrect or incomplete', and specify 'Reuters DataScope Select' as a product.

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