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PriceHistoryExtractionRequest Missing Prices

Hi, I am using the price history PriceHistoryExtractionRequest API to retrieve historical prices. I am querying for ric: DWAQ.O between dates 2019-05-20 and 2019-05-22. The extraction response for May 20th has an empty value for the price. Is this the expected behavior of the API?


Request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "IdentifierType": "Ric",
          "Identifier": "DWAQ.O"
        }
      ]
    },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "2019-05-20",
      "QueryEndDate": "2019-05-22"
  	}
  }
}

Response:

RIC,Trade Date,Universal Close Price
DWAQ.O,2019/05/20,
DWAQ.O,2019/05/21,111.79
DWAQ.O,2019/05/22,111.36
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This is expected. On 2019-05-20 the only trades recorded for DWAQ.O were odd lot trades, which by convention are not summarized into daily price history. In other words there were no regular trades for this stock on 2019-05-20.
If you check the price history record for this stock on NASDAQ Website you'll see that for 2019-05-20 the trading volume is zero and the closing price from the previous day is repeated.
https://www.nasdaq.com/symbol/dwaq/historical

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@Alex Putkov.

Thanks for the response. Can you confirm whether an empty value always means the security has not been traded and therefore the previous day price can be used as a substitute?

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I believe so, but for an authoritative answer you may want to confirm this with Refinitiv Helpdesk. In general content questions are best directed to the Helpdesk, which you can reach via MyRefinitiv portal.

Is there a way to retrieve the Volume count or a way to specify the api to populate the last close price?

I'm not sure I understand what you're trying to achieve. You can add "Turnover" and/or "Accumulated Volume Unscaled" fields to your request, which will return values as long as there were any trades for the stock on the date. But the close price for DWAQ.O on 2019-05-20 will still be null. If you'd like to repeat the previous close price whenever the close price returned is null, it's a trivial exercise when parsing the response received, right?