Hello @thomas.kwong,
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-AHS
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Thanks,
AHS
RIC BTC= represents composite quote for Bitcoin. In other words it's a quote aggregated from multiple contributors and trading venues. While a composite quote provides the best representation of asset's price, it cannot provide meaningful representation of trading volume. The only way to get a meaningful representation of trading volume is to take the RIC that represents a quote from a specific trading value, e.g. BTC=BTSP for Bitcoin traded on Bitstamp crypto exchange. Try
ek.get_timeseries('BTC=BTSP')
or
rdp.get_historical_price_summaries('BTC=BTSP', fields=['TRDPRC_1','ACVOL_UNS'])
I think BTC= is in FX asset type?
So I tried to retrieve all available fields on historical data and it does not contain the "volume" field (only the "NUM_BIDS" field)
Same data behavior as other FX, EUR= in this sample.
Hello @thomas.kwong
The other Python API that might suites you is the Eikon Data API. You can request BitCoin (BTC=) from the Refinitiv platform via your Refinitiv Workspace/Eikon application.
Hope this helps.
Hello @thomas.kwong
Sorry for my mistake, the CF_VOLUME field value for the FX items seems to not be the "Volume" that you are expecting. I strongly suggest you contact the Content Support team via the https://my.refinitiv.com/ website to help you verify the instrument and fields that match your requirement.
Please note that the Eikon Data API has a get_timeseries function that returns historical data for consumers. However, it does not provide the volume fields too, so I suggest you contact the Content team via the suggested website above.