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himjohntang avatar image
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How to get .DJI open, high, low, close and volume after market trading hours on the same day?

Hi all,

I am trying to use DEX2 to retrieve the .DJI open/high/low/close/volume right after market trading hours, i.e. after 4:00pm US time. I used TR.PriceOpen, TR.PriceHigh, TR.PriceLow, TR.PriceClose, and TR.Volume to get the data, but I found that the return values were on the day before, not the same day's prices. However, DEX2 does not seem to recognize the fields OPEN_PRC, CF_HIGH, CF_LOW, CF_LAST, CF_VOLUME, which I can use these to retrieve the same day's prices in Excel. How can I retrieve the same day's open/high/low/close/volume right after market trading hours using API? Thank you.

eikoneikon-com-api
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1 Answer

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Alex Putkov.1 avatar image
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DEX2 library provides access to fundamental and reference data, which is updated daily. All fields starting with "TR." are considered fundamental and reference fields and can be retrieved using DEX2 library. To retrieve real-time market data fields such as OPEN_PRC, CF_HIGH, CF_LOW, CF_LAST, CF_VOLUME you need to use another COM library named AdfinX Real-Time. Follow the link below for a tutorial on AdfinX Real-Time library on this portal:

https://developers.refinitiv.com/en/api-catalog/eikon/com-apis-for-use-in-custom-applications/tutorials#tutorial-2-access-real-time-data

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