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
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.
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.
Hi I have looked at the playground, but I am not finding the correct field for the open and close of a bar:
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.
No that is not correct, (traditional) OLHC bars are based on Trades only not bid and ask. I was ask the help desk.