How to request eod pricing and or adjusted close prices? Soap API DSS

Hi,

in the SOAP API PROGRAMMER GUIDE there is a referece to EOD Pricing... How do I extract that data?

I want to get timeseries data but extend it with adjusted prices. This seems to be able to get from EOD Pricing and FVP Adjusted Universal Close Price.

Im looking for something like: InstrumentExtractionRequestEodPricing()

Is this data avalible from from the SOAP API?

Thanks!

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Accepted answers

Christiaan Meihsl

@anders.stenberg,

I am not familiar with the SOAP API, but here are some hints:

You need to call the Extract method using an InstrumentExtractionRequestEndOfDay object.

The programmer guide (pages 14 and following) documents the code samples we deliver. You can download the samples here. When you run the sample, for End of Day data, in the GUI go to the left menu and use the following : Extraction - Pricing - EndOfDaySample

Does this help ?

All comments

Christiaan Meihsl

@anders.stenberg, is this for a new development ? If yes, I would recommend you use the REST API instead of the SOAP API, the REST version has more capabilities.

anders.stenberg

@Christiaan Meihsl we have an existing application that requests time series and universal close price. We want to add the adjusted universal close price in that request. Adjusted close prices only seem to exist in EOD Pricing, but I cannot see that this is possible to extract eod pricing from Soap API.

Christiaan Meihsl

@anders.stenberg,

I am not familiar with the SOAP API, but here are some hints:

You need to call the Extract method using an InstrumentExtractionRequestEndOfDay object.

Does this help ?

Christiaan Meihsl

@anders.stenberg, ok, I understand, you need to modify existing code for the SOAP API.

anders.stenberg

Hi,

yes this worked but we needed adjusted prices for historic dates and with EOD Pricing you can not fetch historic prices. Ended up with me implementing the REST API and using Pricing History template. Now everything works as expected!

Thank you for your answers!

Christiaan Meihsl

Glad this worked out for you, thanks for letting us know :-)

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