How to determine Fields for Instruments .Net Refinitiv Data API

Hello, I am trying to find a generic way to determine which fields to use for different instruments so that the data processed is consistent with that displayed in Workspace. Looking at Daily Charts:
For example if I query some daily history for MSFT.O and VOD.L with the following:
var response = Summaries.Definition("MSFT.O")
.Interval(Summaries.Interval.P1D)
.Sessions(HistoricalPricing.Sessions.normal)
.Adjustments(Summaries.Adjustments.exchangeCorrection)
.Count(5)
.GetData();
These Fields are returned:
The same query for VOD.L
var response = Summaries.Definition("VOD.L")
.Interval(Summaries.Interval.P1D)
.Sessions(HistoricalPricing.Sessions.normal)
.Adjustments(Summaries.Adjustments.exchangeCorrection)
.Count(5)
.GetData();
Gives these Fields (this editor wouldn't allow attaching another image due to size restriction, although my total image size would have been ~280K):
│ Instrument │ DATE │ TRDPRC_1 │ MKT_HIGH │ MKT_LOW │ ACVOL_UNS │ MKT_OPEN │ BID │ ASK │ TRNOVR_UNS │ VWAP │ MID_PRICE │ PERATIO │ ORDBK_VOL │ NUM_MOVES │ IND_AUCVOL │ OFFBK_VOL │ HIGH_1 │ ORDBK_VWAP │ IND_AUC │ OPEN_PRC │ LOW_1 │ OFF_CLOSE │ CLS_AUCVOL │ OPN_AUCVOL │ OPN_AUC │ CLS_AUC │ TRD_STATUS │ INT_AUC │ INT_AUCVOL │ EX_VOL_UNS │ ALL_C_MOVE │ ELG_NUMMOV │ NAVALUE │
It appears that Workspace uses OFF_CLOSE for VOD.L and TRDPRC_1 for MSFT.O - is there a way to determine which fields to use? At the moment I'm using the RECORDTYPE of an instrument to choose fields, but it looks like there's more required.
thanks
Best Answer
-
Hi @NJH
For questions related to content, it is best to go through the helpdesk - they will bring in a Historical Pricing content specialist who can help determine the specific field to use.
When I looked into the details of the raw response, there is a property called: defaultPricingField
For example, for VOD.L, when I print out the raw data (which is a JSON object):
Console.WriteLine(response.Data.Raw);
I see the "OFF_CLOSE" value within this property:
For Microsoft, I see TRDPRC_1:
0
Answers
-
Thanks very much @nick.zincone - the defaultPricingField is exactly what I needed! I'll be sure to go with the HD for future content related queries.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 249 ETA
- 554 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 643 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 192 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛