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Request Average Price over a period of time.

Hello,

I would like to know if there's something like TR.PriceAvg2D but in the form of time-series. I would like to construct the field "average value traded" with this, since I'm having issues requesting TR.AvgDailyValTraded5D and TR fields alike for a group of stocks. But I can't find anything like that.

Any help is appreciated!

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Zhenya Kovalyov avatar image Zhenya Kovalyov

Could you please provide more info on the type of the issues you are having with TR fields?

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Zhenya Kovalyov avatar image
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@22ca8780-99e4-42fa-9ca2-b27abad3c0c4 I suggest contacting your local Thomson Reuters support desk and building out the model in Excel first, as this is more of a content question.

Moreover, if you are using the python api, you can use the rolling mean function of the pandas data frame to get what you are looking for.

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