we have searched for auction imbalance data (variable: Imbalance quantity; intraday report) on Tick History, but it seems that they are not available for LSE. In particular, it is possible to include the variable in the report but it contains only missing values.
On the contrary, we have checked that for example Australian imbalance data are available.
We wonder why we cannot access this data for LSE? Please let us know at the earliest convenient.
Hello @federico.chinello01 ,
This forum will be of most help to you with API usage questions. Refinitiv developer forums are dedicated to general questions and discussions centered around Refinitiv API usage. The majority of the members are developers, the moderators of the forums are Refintiiv API experts, and do not have in-depth expertise in many types of content that is made available by Refinitiv.
If your API request is correct (if you are obtaining the same content from another exchange - it should be), your question (I know this does not seem intuitive) becomes on the availability of specific content, and will require the help of a Refinitiv expert in the relevant type of content.
The best way for a customer to obtain expert answers for content questions is to submit then directly to Refintiiv content experts via Refinitiv Helpdesk Online -> Content -> RTH.
If you would like to include the request, I am glad to test on my side, as a sanity check?
If you have an issue submitting to content, please let us know and confirm your customer organization, I will submit on your behalf.