Alternative way for RtHistory API to retrieve economic indicator datas (CPI)

anass.yazane.1
anass.yazane.1 Contributor
in Eikon COM

Hi i'm looking for an alternative way for Rhistory to retrieve CPI datas (last publication date and last level indicator). Indeed, as this source is not automaticaly updated after each publication (for instance, while French and US CPI are already published, the CPI retrieved using RHistory corresponds to last month publication). Also, Thomson Reuters highlight that this class retrieves timeseries data from TS1 source which is slated for shutdown.

I tried to get this data using:

- equivalent ric, but i have the same problem as stated using Rhistory

- DEX2 but i've not found equivalent TR field to get last publication.

thank you in advance for your help.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    Hi @anass.yazane.1

    I'm afraid retrieving timeseries of economic indicators into MS Access VBA is the use case, which Eikon APIs cannot facilitate directly. You can use Excel VBA to retrieve timeseries with RHistory API and write the result into MS Access database. Or you can do the same in Visual Studio using Eikon .NET SDK and create a custom .NET application writing the retrieved data into MS Access database. These are the only options I can think of.

Answers

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭

    Hi @anass.yazane.1,

    I don't believe there's any way to retrieve publication date along with the timeseries of economic indicators. For economic indicators we use the date of the end of the period the indicator value refers to as the date stamp in the timeseries, which we believe is more informative and allows for better uniformity across geographies and indicators than a publication date. I have to disagree that the values are not automatically updated. I just retrieved timeseries for USMPMP=ECI RIC, and I can see RHistory returning the value of 53.4 for March 2017, which was released just an hour ago. Looking at USCPI=ECI RIC the latest value I see returned by RHistory is 0.1, which was published on March 15. The value is date stamped 28-Feb-17, since this is the CPI percent change for the month of February 2017.
    It's not quite clear to me whether you use AdxRtHistory object from AdfinX Real-Time library, which retrieves data from legacy TS1 source, or you use RHistory API, which retrieves data from Eikon timeseries database (the same source where Eikon charts get timeseries from). If you use the former I strongly suggest you switch to the latter. RHistory API is only available for use in Excel VBA. If you need to retrieve timeseries into custom application use Eikon .NET SDK, which provides equivalent capabilities.

  • anass.yazane.1
    anass.yazane.1 Contributor

    Hi Alex Putkov

    to get economic datas (CPI) i use AdxRthistory (AdfinX
    Real-Time Library via Eikon Desktop Data API    ) which retrieves data from legacy TS1 source. this source is not always up to date, and as i use VBA from ACESS Office (which is tagged as a custom applications) i'm not able to use RHistory
    API.

    So can you help me showing me how can i use Eikon .NET SDK from VBA Access, also where can i found the relevant dll to be used to get timeseries (i see in a C# project the line '

    ThomsonReuters.Desktop.SDK.DataAccess.TimeSeries' but i canot find equivalent in office).regards

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