SingleHistoricalPriceExtractionRequest Code Sample

v-gehend

Looking for a sample that uses this API.

Jirapongse

@v-gehend

If you are using C#, you can download the C# Example Application from https://developers.thomsonreuters.com/datascope-select-dss/datascope-select-rest-api/downloads.

The sample for SingleHistoricalPriceExtractionRequest is under On Demand Extractions -> Create: Single Historical Price (Pricing Data) without Notes.

The snippet code is:

var ExtractionsContext = new ExtractionsContext(new Uri("https://hosted.datascopeapi.reuters.com/RestApi/v1/"), "<your user id>", "<your password>");

var availableFields = ExtractionsContext.GetValidContentFieldTypes(ReportTemplateTypes.TimeseriesPricing);

//Create a new end of day report template
var extractionRequest = new SingleHistoricalPriceExtractionRequest
{
    IdentifierList = InstrumentIdentifierList.Create(
        new[] { new InstrumentIdentifier { Identifier = "IBM.N", IdentifierType = IdentifierType.Ric } }, null, false),
    ContentFieldNames = new[] {
        "Close Price", "Bid Price", "Ask Price", "Trade Date", "CUSIP", "RIC", "Security Description",
        "Alternate Close Price", "Low Price", "High Price", "Mid Price", "Open Price", "Instrument ID"},
    Condition = new SingleHistoricalPriceCondition
    {
        LookBackPeriod = LookbackType.OneMonth,
        PriceDate = DateTime.UtcNow
    }
};

//Output
if (!extractedRows.Any())
    Debug.WriteLine("No rows returned");
else
{
    foreach (var row in extractedRows)
        Console.WriteLine(
            row.Identifier + " (" + row.IdentifierType + ") " +
            String.Join(", ", row.DynamicProperties.Select(dp => dp.Key + "=" + dp.Value)));
}