Hey,
Looking at the 1-min intraday summary reports, we can see all the prices information (Trades & Bid/Ask Quotes) + volume (amount of shares being traded within the 1-min period).
We also need the Bid/Ask sizes for the closing prices (Close Ask Size & Close Bid Size) which are not exposed in the report.
Is there a way to expose this information in the intraday summary report?
Thanks
@roy10,
There are several ways to investigate which fields are available in a specific report.
This tutorial section delivers more tips and information on this topic.
I'm sorry to say the "Tick History Intraday Summary" does not deliver the type of data you ask for.
I checked if a different extraction request would deliver that, but could not find exactly what you need. I only found the "Quote - Ask Size" and "Quote - Bid Size" available in the "Tick History Time and Sales" request (which delivers Tick data).
That said, I'm not a data specialist. This forum is aimed at software developers using Refinitiv APIs. The moderators on this forum do not have the required deep expertise in all the content sets available through our products to answer your question.
I therefore suggest you contact the TRTH support team, either by calling the Refinitiv Helpdesk number in your country, or via MyRefinitiv (in the product field, select "Thomson Reuters Tick History v2"). Maybe they can suggest something.