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