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Is it possible to obtain the aggregate average trading volume across different exchanges/share cl...
...asses? Hi, say TUYA INC has three different instruments trading, 2391.HK, TUYA.K, & TUYA.N the average trading volume (30 days) on DIB are: 8,533, 722,378, and 125,254 respectively, I was wondering if there's any way to obtain the aggregate trading volume - 856,165 of an security using Refinitiv.Data? Thanks
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getting 1-minute trading volume in RDP
Hello, I am using the Refinitiv data package and I am trying to get historical 1minute volume for futures (eg ticker ESc1) using rd.get_history. What is the right fieldname for 1minute volume? I tried VOLUME_1 and TRDVOL_1 but they dont seem to work.…
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What are the correct filed names for the Volume and Last Trade to get get_timeseries in Python?
I am using this instruction in Python to get tas data = ek.get_timeseries( "EMAR.DU", fields = ['LastTrade', "Volume", 'VWAP', 'Bid', 'BidSize', 'Ask', 'AskSize'], start_date='2024-02-28T00:00:00', end_date='2024-03-04T23:59:59', interval = 'tas', ) It is working for all the fields except 'LastTrade' abd "Volume". What are…
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Retrieving stock's volume. Mismatch between excel and python api
Hi I am looking for Microsoft's volume. I try =@TR("MSFT.O";"AVG(TR.Volume);TR.Volume;TR.TURNOVER;TR.ACCUMULATEDVOLUME";"SDate=0D EDate=0D-29D";B9) and the output is 25281455,920829953780019275720829953 It seems good Unfortunatly, i try on python and i obtain different value : df=ek.get_data(listRIC,…
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Average Daily Trading Volume (ADTV) for Stock in Refinitiv Excel
Hello everyone, I'm currently using the Refinitiv Excel add-in to analyze financial data, and I've hit a bit of a roadblock. I'm looking to find the Average Daily Trading Volume (ADTV) for a list of securities equities, but within the formula options provided by Refinitiv, I can only seem to locate 'Trading Volume' and…
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How to calculate the actual volume of the first tick of a new day
We let the RDP example code run overnight. It looks like the volume(CF_VOLUME) of the first tick (please see an example tick below) received on the second day includes the pre-market volume. I'd like to subtract the pre-market volume to get the actual volume of the first tick. I saw there is a "BLKVOLUM" field in the…
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How to Access Average Daily Volume and Minimum Order Size Data via the Historic Pricing API
I am trying to access Average Daily Volume and Minimum Order Size data via the Historical Interday API call. I have tried using the fields VMA_30D and MIN_ORD_SZ, but I get back the message "The universe does not support the following fields: [VMA_30D, MIN_ORD_SZ]." The exact url with field parameters I am using for the…
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Real time optimized - How to get volume and market board information(depth) in websocket ?
I can connect and get real time data by using below, but I can not find how to get volume and market board information(depth) by using websocket API. I am using this python file [market_price_rdpgw_service_discovery.py]. As for FX(ric = 'JPY='), I can not see the volume at all. I am glad if you tell me how to get these…
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Retrieving historic options volume across all expiries and strikes on a contract in python
Hi, I am looking for a method to find all of the options volume that was traded yesterday (across all strikes for all expiries) on the children of the ric 0#CFI2+. As in to answer the question 'how many EUA options traded yesterday in total?'. For futures I have used this method: all_rics = ['CFI2' + 'c{}'.format(x) for x…
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How can I get the monthly trading volume for FTSE All share index constituents in excel?
How can I get the monthly trading volume for FTSE All share index constituents in excel for every month in a year. I'm trying to calculate share turnover which is defined as trading volume/average shares outstanding.
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Received negative volume on June 24th from .AD.N ric
On June 24th, the volumes on NY were very high, with Advancing Volumes exceeding 2^31-1. ric = “.AD.N” fields = ['ISSUES_ADV','ISSUES_DEC','ISSUES_UNC','TOT_ISSUES','NEW_HIGHS','VOLUME_ADV','VOLUME_DEC','VOLUME_UNC','TOT_VOLUME','NEW_LOWS'] df,err = ek.get_data(ric,fields) Returned in df:…
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I have a question regarding the volume values. What is the unit of the values? Is it the number o...
I have a question regarding the volume values. What is the unit of the values? Is it the number of transactions per day or dollars? Thanks a lot
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Annual Total Traded Volume of Commodity
I need the total traded volume (annually) for Natural Gas commodity at NYMEX. For that purpose, if I write this code in Python API, I need to clarify what volumes does this code provides?Even if it provides the monthly total volume, it is still for just these future contracts and how to retrieve for all contracts in a…
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How to get traded volume data for natural gas commodity using Python API
I am searching for traded volume data for natural gas commodity for a period of last 10 years using Python API. I am in interested in natural gas prices and volume data for Germany and so I tested using this simple code but it gives NA for all values of volume. Is there some problem in the code that I am writing?…
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Missing minutes bar volume data in Hong Kong Index
I keep tracking minutes bar volume data for the Hong Kong exchange index. However, I found since 28/July, there are a lot of bars that have no volume information. This is not only limited to HSI index but apply to all index of HK exchanges. Can you fix it?
