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johann avatar image
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How to get trading volume per venue and trade class via Python API?

I want to get trading volumes for stock-day-trading venue - trade class. In Refinitiv Workspace this can be done via the Market Share Reporter (MSR) (see below).

Unfortunately, I was unable to access this data via the python API (preferable) and/or excel plugin (second best option for me) as I did not know how to construct the request.

A similar question has been asked here and the user was asked to contact MyRefintiv support but when contacting them I was told that questions concerning the API should be answered in this forum.

It would be great if you could help. Thanks in advance.

Best,

Thomas

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Alex Putkov.1 avatar image
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I'm afraid at this time the data presented in Market Share Reporter app in Eikon is not available through any Eikon APIs or through worksheet functions in Eikon Excel. The only way to retrieve this data is to manually download a CSV file or Excel spreadsheet using "Export to CSV" or "Export to Excel" button in the top right corner of the app window.

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johann avatar image johann

Thanks a lot, even though the answer is not what I wanted to hear.

Best,

Thomas

panos.roussos avatar image panos.roussos
It's been a couple of years since this answer, so I thought I'd check. Has anything changed?

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