Retrieve Historical data for multiple RICs using Refinitiv.Data Library for .Net(c#)

anass.yazane.1

dear developer community

Regarding the use of Refinitiv.Data.Content.HistoricalPricing.HistoricalPricing Class, i want to know i can use it for muliple RICs to get historical contents for some fields.

Indeed, when i submit one RIC i get the appropriate field data as requested, but when i submit more that one RIC, i get only one line by RIC and i'm not able to specify EventType when multiple rics are requested.

is there a way to be able to use HistoricalPricing functions to get Historical price fields for multiple RICs and to set up EventTyps to request.

thank you for your help and assistance for this topic.

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Accepted answers

nick.zincone

Hi @anass.yazane.1

The library acts as layer on top of the historical pricing services. As such, if you specify multiple RICs, the backend will deliver only the latest historical capture (1-row) for the multiple RICs. If you want a full history, the interface only supports 1 RIC. You do have the option of sending multiple requests down in a loop.

Can you elaborate on not being able to set the EventTypes for multiple RICs? I see the 2 examples above - the first one you set it, the 2nd one you don't.

All comments

nick.zincone

Hi @anass.yazane.1

Can you elaborate on not being able to set the EventTypes for multiple RICs? I see the 2 examples above - the first one you set it, the 2nd one you don't.

anass.yazane.1

Dear @nick.zincone

thank you for your answer, i will use a loop to get full historical per RIC.

Regarding your question for EventTypes, when asking one RIC i was able to indicate multiple EventsType (Quote, Trade or Settlement), but not with multiple rics, i can specify only one eventType.

nick.zincone

Hi @anass.yazane.1

Can you elaborate what happens when you specify multiple EventTypes with multiple rics?

I discovered an issue when attempting to specify any 'EventType', whether 1 or more. By default, if you don't specify any 'EventTypes', the backend will assume you are interested in all events. However, I receive an error if I attempt to specify any EventType when requesting multiple rics - this issue will be resolved in the next release.

Can you confirm what specific details you are after? For example, when you request for multiple rics, it will return the last event within the timeframe you specified. So, if the last event is a 'quote', that will be returned. However, if you specify you are only interested in trades, then the last event the service will return is a trade for all the rics you requested.

If this is what you are after, there are a couple of workarounds:

You can use the 'SingleEvent' interface and specify the eventType. With this interface you can only specify 1 ric but can put it into a loop for each of you rics in your list.
You can use the native Endpoint interface at the Delivery layer to define your request. With this interface you will have to process the native JSON response.

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