question

Upvotes
Accepted
3 6 5 8

Querying for market volume

I am unable to retrieve the market volume from the price history extraction, Is this field available for exchange-listed securities?


https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractRaw

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Market Volume",
      "Universal Close Price"
    ],
    "Condition": {
      "AdjustedPrices": true,
      "QueryStartDate": "2019-12-01",
      "QueryEndDate": "2020-01-07"
    },
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "IdentifierType": "Ric",
          "Identifier": "SHV.O"
        }
      ]
    }
  }
}



Response


RIC,Trade Date,Market Volume,Universal Close Price
SHV.O,2019/12/02,,110.45
SHV.O,2019/12/03,,110.49
SHV.O,2019/12/04,,110.48
SHV.O,2019/12/05,,110.49
SHV.O,2019/12/06,,110.51
SHV.O,2019/12/09,,110.5
SHV.O,2019/12/10,,110.5
SHV.O,2019/12/11,,110.51
SHV.O,2019/12/12,,110.52
SHV.O,2019/12/13,,110.55
SHV.O,2019/12/16,,110.54
SHV.O,2019/12/17,,110.56
SHV.O,2019/12/18,,110.56
SHV.O,2019/12/19,,110.39
SHV.O,2019/12/20,,110.41
SHV.O,2019/12/23,,110.39
SHV.O,2019/12/24,,110.42
SHV.O,2019/12/26,,110.41
SHV.O,2019/12/27,,110.43
SHV.O,2019/12/30,,110.44
SHV.O,2019/12/31,,110.46
SHV.O,2020/01/02,,110.48
SHV.O,2020/01/03,,110.48
SHV.O,2020/01/06,,110.47
SHV.O,2020/01/07,,110.49



dss-rest-apidatascope-selectdsspricing
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
11.3k 26 9 14

Hi @elvis.fernandez,

According to the DataScope Select Data Content Guide, the "Market Volume" field is only available for "Futures and Options" Asset Type.

For more information and further assistance, please open a query to DSS Content Support via MyRefinitiv.


1578629232839.png (41.5 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.