SingleHistoricalPriceExtractionRequest Code Sample

v-gehend
v-gehend Newcomer

Looking for a sample that uses this API.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @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)));
    }

Answers