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question

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elvis.fernandez avatar image
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Price History Exchange Value

If I request a price history is the API returning the price for the Nasdaq exchange or an average amongst other exchanges?

Request:

{
  "ExtractionRequest": {
    "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest",
    "ContentFieldNames": [
      "RIC",
      "Trade Date",
      "Universal Close Price",
      "Volume"
    ],
    "IdentifierList": {
      "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers": [
        {
          "IdentifierType": "Ric",
          "Identifier": "DWAQ.O"
        }
      ]
    },
    "Condition": {
      "AdjustedPrices": false,
      "QueryStartDate": "2019-05-17",
      "QueryEndDate": "2019-05-28"
  	}
  }
}

Response

RIC,Trade Date,Universal Close Price,Volume
DWAQ.O,2019/05/17,,
DWAQ.O,2019/05/20,,
DWAQ.O,2019/05/21,111.79,
DWAQ.O,2019/05/22,111.36,
DWAQ.O,2019/05/23,108.8476,
DWAQ.O,2019/05/24,110.58,
DWAQ.O,2019/05/28,110.9,
dss-rest-apidatascope-selectdssricspricing
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2 Answers

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Alex Putkov.1 avatar image
39.2k ●75 ●11 ●27

\*.O (e.g. DWAQ.O) is a consolidated quote from all US trading venues, \*.OQ (e.g. DWAQ.OQ) is NASDAQ only. The close price for \*.OQ is NASDAQ Official Closing Price (NOCP), the close price for \*.O is the consolidated last sale price. For illustration of the difference see the closing prices for AAME between 28-May-19 and 30-May-19.
https://www.nasdaq.com/aspx/historical_nocp.aspx?symbol=AAME
https://www.nasdaq.com/symbol/aame/historical
and compare them to close prices returned by TRTH for AAME.OQ and AAME.O.

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elvis.fernandez avatar image elvis.fernandez

Where can I find the documentation for generation the consolidated ric for a security symbol

Alex Putkov.1 avatar image Alex Putkov.1 elvis.fernandez

Assuming the question is about US stocks, for NASDAQ stocks consolidated RIC has ".O" exchange suffix (e.g. "AAPL.O", "FB.O", "MSFT.O"), for NYSE stocks consolidated RIC has no exchange suffix (e.g. "KO", "C", "GE", "GM").

Upvotes
Christiaan Meihsl avatar image
13.7k ●26 ●8 ●12

@elvis.fernandez,

the RIC you use (in this case DWAQ.O) determines where the data is taken from. As an example:

  • DWAQ.O is data from the Nasdaq exchange.
  • DWAQ.B is data from the Boston exchange.
  • Etc. (there are more RICs ...)

Now, effectively, I see that DWAQ.O is labeled as "NASDAQ Global Market Consolidated". Not being a data specialist I don't know exactly what this means. This forum is for software developers using Refinitiv APIs, and technical discussions. For data content query like this one, the best and speediest way to receive an answer is to open a content-related enquiry via MyRefinitiv or to call the Refinitiv Help Desk directly.

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