I am requesting bars from the rdp api, can you tell me what the filed names are for Open, High, Low, Close and VWAP for intra day bars ?
hi @gordon.konheiser ,
The answer provided in the help desk ticket you raised is below
We have the below data fields for OHLC in Excel. TR.OPENPRICE TR.HIGHPRICE TR.LOWPRICE TR.CLOSEPRICE We also have fields available in Quote app which can be OPEN_PRC,HIGH_1, LOW_1,TRDPRC_1. This represents the OHLC
I've tried using RD Library to retrieve mentioned fields and here's the result
Please let me know in case you have any further questions.
No that is not correct, (traditional) OLHC bars are based on Trades only not bid and ask. I was ask the help desk.