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elvis.fernandez avatar image
3 ●5 ●5 ●8

Average Daily Volume

Hello,

I am currently using the `PriceHistoryExtractionRequest` to query for historic prices. I would like to use the API to also retrieve the average daily trading volume for exchange-listed securities (https://www.investopedia.com/terms/a/averagedailytradingvolume.asp)

I have tried querying for Daily Average, but the response does not return back any data for `Daily Average`. Is this the correct field to fetch adv?

Request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "Daily Average"
    ],
    "Condition": {
      "AdjustedPrices": true,
      "QueryStartDate": "2019-12-01",
      "QueryEndDate": "2019-12-20"
    },
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
       
        {
          "IdentifierType": "Ric",
          "Identifier": "SHV.O"
        }
      ]
    }
  }
}


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pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

Hello @elvis.fernandez

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes, please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


2 Answers

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veerapath.rungruengrayubkul avatar image
11.3k ●25 ●9 ●14

Hi @elvis.fernandez,

I'm not a content expert, but there are fields providing Average Volume for days ranging from 5 days till 6 months in the Composite report template. You may try the fields to see if this is the data you're looking for.

For very specific data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via MyRefinitiv or to call the Refinitiv Help Desk directly


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pimchaya.wongrukun01 avatar image
9.6k ●10 ●7 ●7

Hello @elvis.fernandez

If you do not know what field lists are available for price history, you can request a list of those available. Please refer to Get available field list for price history - HTTP request . To get price history, you can refer to Get price history data - HTTP request .

I tested your query and found the same result as you. You may contact DSS support team via Product Support of MyRefinitv for further investigation why DSS return null for all Daily Average of this period.

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