I'm using the Eikon .NET API to retrieve data for selected instruments. I'm looking for a field providing the average of bid/ask spreads over a time period. Please can you tell me whether such a field exists or how it could be calculated otherwise?
For content queries, you can contact the Eikon support team via MyRefinitiv and ask for fields or formulas used in the Eikon Excel in order to retrieve or calculate the required data. After that, we may be able to apply the formulas to the Eikon .NET API.
Otherwise, you can use the Data Item Browser to find the required fields.