I see that it is possible in streaming data to request a VWAP field and get its value in the first Refresh message. But is there a way that I can receive a interval VWAP i.e request the field VWAP but use an override to specify the start time and end time? If yes, it would be great if you please give an example of how that request would look like.
The Elektron APIs presently only support the ability to retrieve streaming, real-time data. I would recommend you reach out to your Refinitiv account manager to discuss suitable services to support the requirement of retrieving intraday timeseries data, such as our Tick History service.
Thomson Reuters Tick History (TRTH) is an Internet-hosted product on the DataScope Select platform that provides a REST API for unparalleled access to historical data. You can specify fields, start and end date time. Therefore, it is possible that TRTH will serve your requirements. Please contact Refinitiv account team to confirm this again.
You may watch Video introduction to the TRTH REST API which introduce TRTH as short videos set to understand more about TRTH. For the example requests and responses, you can look into TRTH REST Tutorials Postman collection which can be downloaded from Downloads of Thomson Reuters Tick History (TRTH) - REST API