Extract larger Histo Events Data than Refinitiv data restriction

anass.yazane.1

Dear Developer community

i'm wondering how can i do to extract all Histo Event data for instruments, using refinitiv data library under .Net (C#) to get more than 10k points limit.

Indeed, as it's the case using Rhistory Excel Function, i want to have the same data coverage extraction with using refinitiv data library with .Net.

Many thanks for your help and assistance.

nick.zincone

Hi @anass.yazane.1

The Historical Pricing service does offer a "Chunking" feature that does appear to allow clients to request all available data. However, this capability has not been built into the HistoricalPricing interface at the Content Layer.

I would review the capabilities offered by this specific service and also follow-up with the Helpdesk for confirmation. Looking at the features, you should be able to programmatically interface with this capability at the Delivery Layer within the Library. For example, to enable chunking in the request, you would need to specify a specific HTTP header. At the delivery, you would apply something like this:

response = EndpointRequest.Definition(eventsEndpoint).PathParameter("universe", "VOD.L")
                                                     .QueryParameter("count", count)
                                                     .QueryParameter("eventTypes", "trade")
                                                     .HeaderParameter("x-ts-accept-chunks", "application/json")
                                                     .GetData();