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Event type as "auction" for Historical Pricing Events

Hi ,

I have a question regarding Historical Pricing request for Events that is done using the Refinitiv Data Platform APIs. I am following the guide here: https://developers.refinitiv.com/refinitiv-data-platform/refinitiv-data-platform-apis/learning?content=46324&type=learning_material_item


Now when I set my event Type ="trade" , In the response I get data items with "trade" as well as "auction".

Can you tell me if they are same or different? And why would i be receiving "auction" when I just request "trade".

E.g Data Item:

[
                "2020-06-19T15:35:18.672000000Z",
                "auction",
                14768,
                null,
                null,
                127.76,
                57034882,
                null,
                4683281288.75,
                null,
                null,
                null,
                36427640,
                127.66,
                130.22,
                127.14,
                "ThPr[USER]"
            ],

I will open a request on myRefinitiv if needed.


Thank you,

Bansal

rdp-apirefinitiv-data-platformhistoricalrefinitiv-data-platform-librariesevents
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1 Answer

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Accepted
17.2k 47 13 19

Hi @bansalshah

I think auction means the trades that happen during the opening/closing auction period of the exchange. So technically they are still trades.

Its best to raise this with content helpdesk at myrefinitiv.

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