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.
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.
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.