I'm planning on using TR.IsDelistedQuote to shorten the size of the requests I make depending if a stock is Delisted/Listed by TR. But I'm confused about something.
If a stock is actually delisted, how come I can still have data from them? I'll use 3 examples:
ISIN -/- "TR.AvgDailyValTraded20D(Curn=USD)" Date=12/31/2006 -/- Delisted? KR7008400004 -/- 537043.4984 -/- TRUE
CY0104810110 -/- 347757.961 -/- TRUE
US5185671022 -/- 42078.4 -/- TRUE
If they are delisted, how am I acquiring data of that TR field for that date? Perhaps I don't fully understand what TR means with Delisted, and that's what I would like to know if anyone can help me of course :)
Thanks for your time!
I suggest you report the issue to Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application. I'd be happy to do this on your behalf, but you registered on this portal with a personal email address that doesn't allow us to identify you. Here's how I suggest you phrase the issue when contacting the Helpdesk.
According to the field description in Data Item Browser app in Eikon TR.AvgDailyVolume2D field should return "The average daily traded volume measured over the most recent completed 2 tradable days. This period is rolled forward at the completion of each tradable day. If there are no trades during the two day period, the value is zero". According to this description the field should return zero for stocks that were delisted more than 2 days ago. However this is not the case. E.g. =TR("DELL.O^J13","TR.AvgDailyVolume2D") returns 98113240. Moreover TR.AvgDailyVolume2D.date and TR.AvgDailyVolume2D.calcdate appear to return a random date. For DELL.O^J13, which was delisted in 2013 the date returned is 9-Jun-2016. The issue affects all fields in the Price & Volume - Volume Measures category, and possibly more.