C# RestAPI Create multiple securities request in one go

My RICS are available in a dynamic Array => string[] ArrRICS = RICs.Split('|');

==> usual code: manually if I create hardcoded each line as follows giving me output

InstrumentIdentifiers = new[]

{

InstrumentIdentifier.Create(IdentifierType.Ric, "IDFR0044="),

InstrumentIdentifier.Create(IdentifierType.Ric, "05968LAH5="),

InstrumentIdentifier.Create(IdentifierType.Ric, "IDFR0076="),

InstrumentIdentifier.Create(IdentifierType.Ric, "IDFR0077="),

InstrumentIdentifier.Create(IdentifierType.Ric, "IDFR0078="),

}

But this snippet to be replaced with a dynamic array ArrRICS[] to IdenterfierIntruments create highlighted in Bold <ArrayOfRics>

//***************************************************

var extractionRequest = new ElektronTimeseriesExtractionRequest()

{

IdentifierList = new InstrumentIdentifierList

{

InstrumentIdentifiers = new[]

{


InstrumentIdentifier.Create(IdentifierType.Ric, <ArrayOfRics>),


}

},

Condition = new ElektronTimeseriesCondition

{

ReportDateRangeType = ReportDateRangeType.Range,

QueryStartDate = new DateTimeOffset(new DateTime(sdate.Year, sdate.Month, sdate.Day)),

QueryEndDate = new DateTimeOffset(new DateTime(edate.Year, edate.Month, edate.Day)),


},

ContentFieldNames = new[]

{

"Ask", "Bid", "High", "Last", "Low", "Trade Date","Volume"}

};

var extractionResult = ExtractionsContext.ExtractWithNotes(extractionRequest);

var extractedRows = extractionResult.Contents;

Best Answer

  • Hi @sandeep.kola,

    There is no interface provided which can add array of RICs directly to Instrument List. You can use the following code which creates IdentifierList outside of the ExtractionRequest scope.


        var IdentifierListtemp = new InstrumentIdentifierList();
        String[] RICsArray = { "IDFR0044=", "05968LAH5=" , "IDFR0076=", "IDFR0077="};

        foreach (var ric in RICsArray)
        {
            IdentifierListtemp.InstrumentIdentifiers.Add(InstrumentIdentifier.Create(IdentifierType.Ric, ric));
        }

        var extractionRequest = new ElektronTimeseriesExtractionRequest
        {
            IdentifierList = IdentifierListtemp,
            Condition = new ElektronTimeseriesCondition
            {
                ReportDateRangeType = ReportDateRangeType.Range,
                QueryStartDate = new DateTimeOffset(new DateTime(sdate.Year, sdate.Month, sdate.Day)),
                QueryEndDate = new DateTimeOffset(new DateTime(sdate.Year, sdate.Month, sdate.Day)),
            },
            ContentFieldNames = new[]
    {
    "Ask", "Bid", "High", "Last", "Low", "Trade Date","Volume"}
        };
        var extractionResult = ExtractionsContext.ExtractWithNotes(extractionRequest);
        var extractedRows = extractionResult.Contents;

Answers

  • Hello @sandeep.kola It is not clear what you are asking here. If you want to create a list of RIC's from an array, then, can you not use the following:


    string[] allRICS = RICs.Split('|')

    foreach (var ric in allRICS) {
    InstrumentIdentifier.Create(IdentifierType.Ric, ric),
    }


  • Thanks Mate, unfortunately provided snippet won't work:( which I already tried

    //************Code(Pls refer commented section under <HELP> )******************//

    var extractionRequest = new ElektronTimeseriesExtractionRequest()

    {IdentifierList = new InstrumentIdentifierList

    {

    //Required HELP to replace with appropriate code to pass multiple RICs from array, E.g. compiler wont allow foreach loop in the below section

    InstrumentIdentifiers = new[]{InstrumentIdentifier.Create(IdentifierType.Ric, <ArrayOfRics>),

    //End of HELP required

    }},

    Condition = new ElektronTimeseriesCondition

    {ReportDateRangeType = ReportDateRangeType.Range,

    QueryStartDate = new DateTimeOffset(new DateTime(sdate.Year, sdate.Month, sdate.Day)),

    QueryEndDate = new DateTimeOffset(new DateTime(edate.Year, edate.Month, edate.Day)),},

    ContentFieldNames = new[]

    {"Ask", "Bid", "High", "Last", "Low", "Trade Date","Volume"}};

    var extractionResult = ExtractionsContext.ExtractWithNotes(extractionRequest);

    var extractedRows = extractionResult.Contents;

  • var extractionRequest = new ElektronTimeseriesExtractionRequest()
    {IdentifierList = new InstrumentIdentifierList
    {
    //Required help to replace with appropriate code, E.g. compiler wont allow foreach loop in the below section
    InstrumentIdentifiers = new[]{InstrumentIdentifier.Create(IdentifierType.Ric, ),
    //End of help required
    }},
    Condition = new ElektronTimeseriesCondition
    {ReportDateRangeType = ReportDateRangeType.Range,
    QueryStartDate = new DateTimeOffset(new DateTime(sdate.Year, sdate.Month, sdate.Day)),
    QueryEndDate = new DateTimeOffset(new DateTime(edate.Year, edate.Month, edate.Day)),},
    ContentFieldNames = new[]
    {"Ask", "Bid", "High", "Last", "Low", "Trade Date","Volume"}};
    var extractionResult = ExtractionsContext.ExtractWithNotes(extractionRequest);
    var extractedRows = extractionResult.Contents;