For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
63 2 1 9

How is TR.BLOCKTRADEVOLUME field value determined?

How exactly is TR.BLOCKTRADEVOLUME value determined?

Is is determined using some sort of heuristic (e.g., all trades with value greater than $100,000 and quantity greater than 10,000 and same broker on both sides of the trade)?

Or is it based on certain trade marker (e.g., trade has to be marked as intentional or unintentional cross)?

Thanks,

Paul

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpython
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
39.2k 75 11 27

Hi @Paul Levin,

This forum is aimed at software developers using Thomson Reuters APIs. Your question is not API specific. The best resource for content explanation questions such as yours is Thomson Reuters Helpdesk, which you can reach by calling the Helpdesk phone number in your country or by using Contact Us capability in Eikon.
I raised a service request on your behalf with Thomson Reuters Helpdesk and forwarded your question. You should expect that Thomson Reuters Support will contact you with the answer or any clarifications they may need.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea