best method for getting latest closing price (US Equities)

ttarnai1
ttarnai1 Newcomer
in TRKD

I am trying to find out what is the best solution for getting the latest closing price for US Equities (preferably for XNAS). The requirement is that:


  • One instrument is requested at a time.
  • Request time can occur 0-24, even weekends.
  • Closing price must be the last closing price available at the request time for the selected RIC. i.e.:
  • 1) responses for requests initiated during market holidays must contain the last market closing price.
  • 2) responses for requests initiated before market close time must contain the closing price of the previous day.
  • 3) responses for requests initiated after market close time must contain the closing price of the actual day.

- We found that RKD GetInterdayTimeSeries_1 with DAILY Interval could be an appropriate solution but is there a better solution for this query?

- If this is the suggested solution, would it fulfil the requirements detailed in 1)-3). For example, what are the requred start and end times to set up to get a closing price for a select quote if the day of request is weekend or a national holiday? Do you have to manage a calendar on your side and ask only the required time period or simply ask for a period of one week and get the latest data from time series?


thanks for the help!

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Best Answer

  • wasin.w
    wasin.w admin
    Answer ✓

    Hello @ttarnai1

    I am not a data expert but I suggest you check the RKD API - TimeSeries - Interday V5 Service page on the RKD API Product website.

    You can find the Data Coverage guide document, Developer Guide, interactive API playground for both SOAP WebServices and HTTP JSON interfaces.

    rkd-interday-1.png

    To access the interactive API playground, please click the "DEVELOP" tab.

    rkd-interday-2.png

    Please note that the Interday V5 service supports the following data fields:

    • OPEN: Opening price of the period.
    • HIGH: Highest price of the period.
    • LOW: Lowest price of the period.
    • CLOSE: Closing price of the period.
    • CLOSEYIELD: Closing Yield value of the period.
    • VOLUME: Number of shares transacted during the period.
    • BID: Bid price of the stock.
    • ASK: Ask price of the stock.
    • VWAP: volume weighted average price

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