Hello,
I am currently using the `PriceHistoryExtractionRequest` to query for historic prices. I would like to use the API to also retrieve the average daily trading volume for exchange-listed securities (https://www.investopedia.com/terms/a/averagedailytradingvolume.asp)
I have tried querying for Daily Average, but the response does not return back any data for `Daily Average`. Is this the correct field to fetch adv?
Request:
{ "ExtractionRequest": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.PriceHistoryExtractionRequest", "ContentFieldNames": [ "RIC", "Trade Date", "Universal Close Price", "Daily Average" ], "Condition": { "AdjustedPrices": true, "QueryStartDate": "2019-12-01", "QueryEndDate": "2019-12-20" }, "IdentifierList": { "@odata.type": "#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList", "InstrumentIdentifiers": [ { "IdentifierType": "Ric", "Identifier": "SHV.O" } ] } } }