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gordon.konheiser avatar image
23 ●4 ●3 ●6

Name of Reuters Fields from OHCL bars

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 ?


Thx

apifields
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raksina.samasiri avatar image   raksina.samasiri

hi @gordon.konheiser ,

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 on the left side of the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@gordon.konheiser

Hi,

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

Thanks,

AHS

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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

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

1662458209629.png

Please let me know in case you have any further questions.


1662458209629.png (58.6 KiB)
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Gurpreet avatar image
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Hi @gordon.konheiser,

You can invoke the intraday-summaries endpoint on the API playground and see all the data fields that are returned. I don't see a VWAP field, so you might have to calculate it in your app.


1661175830054.png


1661175830054.png (132.0 KiB)
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gordon.konheiser avatar image
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Hi I have looked at the playground, but I am not finding the correct field for the open and close of a bar:

1661252790966.png



1661252790966.png (5.7 KiB)
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Gurpreet avatar image
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I think it is some combination of the fields OPEN_BID, OPEN_ASK, BID_HIGH, ASK_HIGH etc. For content clarification it is best to raise a ticket at my.refinitiv.com and directly speak with a content expert.

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gordon.konheiser avatar image
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No that is not correct, (traditional) OLHC bars are based on Trades only not bid and ask. I was ask the help desk.

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zoya faberov avatar image   zoya faberov
Hello @gordon.konheiser ,

Were you able to locate the information per suggestions received, would you mind sharing a brief update with the community?

Thanks,

-AHS

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