.NET examples for getting basis,contract month and last values

I was trying to get basis, contract month and last values for SOYBCHSSVG-C1 . Since I learned that getting history not possible with python I switched to .NET.

Here most of the examples show how to get the open, close, high and low with examples like

foreach (IBarData bar in chunk.Records.ToBarRecords())

{

if (bar.Open.HasValue && bar.High.HasValue && bar.Low.HasValue && bar.Close.HasValue && bar.Timestamp.HasValue)

{

it will be great if anyone can give some examples of how to deal with the basis, contract month and last values

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Accepted answers

Jirapongse

@bibin.jose

The code to retrieve that data is:

            ITimeSeriesDataRequest tsRequest = timeSeries.SetupDataRequest("SOYBCHSSVG-C1")
                      .WithView("NDA_RAW")
                      .From(DateTime.Today.AddMonths(-1))
                      .WithInterval(CommonInterval.Daily)
                      .OnDataReceived(chunk =>
                      {
                          Console.WriteLine("{0}", chunk.Ric);
                          foreach (IData record in chunk.Records)
                          {
                              foreach (string field in record.Keys)
                              {
                                  Console.Write("{0}:{1} ", field, record[field]);
                              }
                              Console.WriteLine("");
                          }
                      })
                      .CreateAndSend();

The output is:

The code uses the ITimeSeriesDataService to retrieve historical data. For more information, please refer to the Time Series tutorial.

All comments

Jirapongse

@bibin.jose

If the data is below, the answer could be similar to this thread.

The chain RIC is 0#SOYBCHSSVG:. The fields could be "DSPLY_NAME", "DATE_RANGE","PRIMACT_1", and "GEN_VAL1". However, you need to contact the content support team via my.refinitiv.com for confirmation regarding RICs and fields.

The code looks like:

IRealtimeService realtime;
...
            
            List<string> rics = new List<string>();
            var chainRequest = realtime.GetChain("0#SOYBCHSSVG:", true, constituents =>
            {
                // Iterate through chain constituents
                foreach (var constituentRic in constituents)
                {               
                   // Console.WriteLine("{0}", constituentRic);
                    rics.Add(constituentRic);

                }
                var snapRequest = realtime.SetupDataRequest(rics).WithFields(new List<string> {"DSPLY_NAME", "DATE_RANGE","PRIMACT_1","GEN_VAL1"}).OnDataReceived(
                    update =>
                    {
                        foreach (var record in update)
                        {
                            Console.Write("{0} ", record.Key);
                            foreach (var val in record.Value)
                            {
                               // Console.WriteLine("{0} : {1}", val.Key, val.Value.Value.ToString());
                                Console.Write("{0}\t", val.Value.Value.ToString());
                            }
                            Console.WriteLine("");
                        }
                    }
                    ).CreateAndSend();
            });

The output is:

The code uses real-time data API to retrieve the data. For more information, please refer to the Real-time data tutorial.

bibin.jose

@jirapongse.phuriphanvichai

Thank you. I am looking for something like this.

I know what is the RIC's but not sure about the fields.

I a trying to get the historical data like this. Is this possible?

Jirapongse

@bibin.jose

The code to retrieve that data is:

            ITimeSeriesDataRequest tsRequest = timeSeries.SetupDataRequest("SOYBCHSSVG-C1")
                      .WithView("NDA_RAW")
                      .From(DateTime.Today.AddMonths(-1))
                      .WithInterval(CommonInterval.Daily)
                      .OnDataReceived(chunk =>
                      {
                          Console.WriteLine("{0}", chunk.Ric);
                          foreach (IData record in chunk.Records)
                          {
                              foreach (string field in record.Keys)
                              {
                                  Console.Write("{0}:{1} ", field, record[field]);
                              }
                              Console.WriteLine("");
                          }
                      })
                      .CreateAndSend();

The output is:

The code uses the ITimeSeriesDataService to retrieve historical data. For more information, please refer to the Time Series tutorial.

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