Hi Developer Team,
I have two questions on Refinitiv venue by day (VBD) files.
1. How to download the files using python? Based on the earlier questions, this seems possible but the links are unavailable now. I want to download files for OPQ, which is all I have. Could you please suggest a code or help with the API?
2. I need more clarity on what these files contain. NORMALIZEDMP vs MARKETPRICE vs INSTRUMENTS. I'm just interested in getting prices for options on S&P 500 right now. Should I be looking at NORMALIZEDMP or MARKETPRICE? Is there an overlap of the data between the two files? Could you please help me with a detailed description?