Missing vwap for EU symbols consolidated rics

Question

Question by muneish.adya · Oct 04, 2017 at 02:34 AM · datascope select datascope

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

0 Show 4

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

REFINITIV

jirapongse.phuriphanvichai ♦♦ · Oct 09, 2017 at 04:19 AM 0

Share

What is a report template and list of fields used to extract the above output?

muneish.adya jirapongse.phuriphanvichai ♦♦ · Oct 09, 2017 at 05:49 AM 0

Share

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.

REFINITIV

jirapongse.phuriphanvichai ♦♦ muneish.adya · Oct 09, 2017 at 06:04 AM 0

Share

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.

Answer 1 · 2017-10-10T02:26:49Z

REFINITIV

Best Answer

Answer by jirapongse.phuriphanvichai · Oct 10, 2017 at 02:26 AM

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.

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 2 · 2017-10-09T03:02:47Z

Answer by muneish.adya · Oct 09, 2017 at 03:02 AM

Hi Any reply?

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 3 · 2017-10-10T05:47:09Z

Answer by muneish.adya · Oct 10, 2017 at 05:47 AM

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)

0 Show 1 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

REFINITIV

Nipat Kunvutipongsak ♦♦ · Oct 19, 2017 at 12:09 AM 0

Share

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.

how-to-submit-a-ticket-to-content-and-dss-team1.png (83.6 KiB)

how-to-submit-a-ticket-to-content-and-dss-team2.png (80.6 KiB)

Missing vwap for EU symbols consolidated rics

3 Replies

Watch this question

Related Questions