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Liang Ge avatar image
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retrieve interval vwap

Hi There,


Is there a way to retrieve interval vwap using datascope select API? For example. the vwap price for IBM between 1/25/2022 09:30:00 and 1/25/2022 10:00:00. I am using python to retrieving data.


Thank you.

dssvwap
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wasin.w avatar image   wasin.w

Hello @Liang Ge

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

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Jirapongse avatar image
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@Liang Ge

I couldn't find the request to retrieve interval VWAP in the Datascope Select API.

However, I can get the "Trade - Market VWAP" with the

TickHistoryTimeAndSalesExtractionRequest in the Tick History API.

The output looks like this:

1643170674151.png

However, you need to contact the Refinitiv DataScope Select support team directly via MyRefinitiv to confirm it.


1643170674151.png (36.0 KiB)
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olenerankin avatar image olenerankin

Thanks very much for that information.

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