ToBarRecords() is not defined

Olivier DAVANT

Hi everyone,

I would like to transform the raw TimeSeries data I receive into bars. I saw in one code snippet that I could use the ToBarRecords() method on the received time series data. Something like this:
dataChunk.Records.ToBarRecords()

Unfortunately, when I try it the compiler complains that ToBarRecords() is not defined. Do I miss something?

Thanks.

Denis Dollfus

Conversion methods like ToBarRecords(), ToTickRecords(), etc. are exposed in a separate namespace. You must add this namespace on top of you C# file to access them:

using ThomsonReuters.Desktop.SDK.DataAccess.TimeSeries.Extensions;

I admit that it's not convenient, so I add it in the backlog as a future improvement.