Historical data retreiving for Multiple RICs in .Net API

Hello friends,

I' using LSEG Data Library for .Net (desktop session) to retrieve Historical data for Multiple RICs.

The sample C# file is "2.1.03-HistoricalPricing-TimeRange.cs", which can be downloaded from official website sample codes.

Quick Start | Devportal (lseg.com)

My question is - When I retrieve Historical data for Single RICs, it will return the complete historical data, eg, if my request is for 30days, it will return 30day's data. There's no problem about that.

However, if I retrieve Historical data for Multiple RICs, it will return only 1 day.

Please find my screenshot below- it shows that when I tried to retrieve last_30_days historical data for multiple RICs (AUD=, CNY=), it will return only 1 day.

Would you kindly advise how I can get historical data for multiple RICs using .NET API?

Many thanks and appreciate your help !

B.R.

Dan

捕获.PNG

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Dan_Li2025

    Thank you for reaching out to us.

    Under the hood, the library retrieves historical data from the Historical Pricing APIs. For the interday summary data, the Historical Pricing APIs support both the HTTP POST and HTTP GET method.

    • The HTTP GET method is used to retrieve time series pricing Interday summaries data for a single RIC. The HTTP GET method supports only one RIC.
    • The HTTP POST method is used to retrive a single Interday summary record (the latest record not beyond the specified end date) for each instrument in the universe list.
    image.png

    Therefore, when you specified one RIC in the code, the library uses the HTTP GET method and the response will contain all requested historical data of that RIC.

    However, when you specified multiple RICs in the code, the library uses the HTTP POST metod and the response will contain a single Interday summary record for each instrument.

    To get all historical data, you need to call that method with one RIC at a time.