How do I get data for holidays and weekends in Excel VBA via RHistoryAPI

aleksei.shvetsov

Hi,

I use the Basic AdxHistory.xlsm Makro in order to download daily closing price for some instrument. I get only the dates, when the price was published. However, I need the complete time series, where holidays and weekends are also present. What do I do? I would expect the .Mode property, but it does not help. Small example how I want to see it:

Friday - 100

Saturday - NA

Sunday - NA

Monday - 110

Instead I see:

Friday - 100

Monday - 110

Here is the macro.

Option Explicit

Dim WithEvents myAdxRtHist As AdfinXRtLib.AdxRtHistory

'*********INTERDAY*********************
Private Sub cmdGetInterday_Click()
Dim arrFlds() As Variant

ActiveCell.Select

' Note the use of CreateReutersObject - function in the PLVbaApis module.
If myAdxRtHist Is Nothing Then Set myAdxRtHist = CreateReutersObject("AdfinXRtLib.AdxRtHistory")

On Error GoTo errHndlr
With myAdxRtHist
.FlushData
.ErrorMode = EXCEPTION ' EXCEPTION, DialogBox, NO_EXCEPTION
.Source = "IDN"
.ItemName = [C7].Value
.Mode = [H8].Value
.RequestHistory ("DATE,CLOSE") 'NOTE USE OF OLD FIELD NAMES, NOT ("TRDPRC_1.TIMESTAMP,TRDPRC_1.CLOSE,TRDPRC_1.VOLUME")

'arrFlds = Array("DATE","CLOSE","VOLUME")
'.RequestHistory ()arrFlds
'.RequestHistory ("*") ' "*" requests all fields.
End With
Exit Sub

errHndlr:
[F13].Value = Err.Number & " " & Err.Description
End Sub

Richard.Lyons1

@aleksei.shvetsov

Your code is referencing the AdfinX history module. I think you need to use the RHistory API, which has the same parameters and arguments as the RHistory function; you can then specify NULL:NA and DAY:A to get a table like this (which is, I think, what you want to achieve):

1592996225969.png