Historical Pricing with more than one underlying in excel vba

Hi,

We used excel vba code with the old "RHistoryAPI.dll" to query the prices for several stock underlyings. In the new "LSEG COM Library for Workspace" I also looked at the example file for historical pricing from the website "https://developers.lseg.com/en/api-catalog/workspace-sdk/lseg-com-library-for-workspace".
However, only one underlying can be queried there. How do I have to adapt the code so that it also works for several underlyings?

I think that the call ".GetData strRICList" should also work with a list of underlyings.

Thanks & regards
Jochen

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Jirapongse

@Jochen_Becker

Thank you for reaching out to us.

For the interday historical data, you can specify an array of items but it will return a single Interday summary record (the latest record not beyond the specified end date) for each instrument in the universe list.

    With history

        .fields Array("TRDPRC_1", "ACVOL_UNS")

        .Interval IntervalEnum_P1D

        .TimestampLabel TimestampEnum.TimestampEnum_endPeriod

        .DisplayCell startCell

        .Count 5

        .GetData Array("GOOG.O", "AAPL.O", "IBM.N")

    End With

nick.zincone

Hi @Jochen_Becker

If you want full history for multiple instruments, at present, you will have to make multiple requests for each instrument.

Jochen_Becker

Hi Nick,

Thanks for your answer. Is there already a plan for when it is possible to retrieve the history for multiple instruments? The request for each instrument will take a long time.

Jirapongse

The endpoint that provides full historical data supports only one RIC at a time. This likely explains the library's current behavior.

nick.zincone

https://community.developers.refinitiv.com/discussion/comment/126550#Comment_126550

Hi @Jochen_Becker

Regarding a plan to retrieve historical pricing for multiple instruments, we are looking into adding this capability. Once I get more details as to what this will include, I will post a response on here when I get more details. But the idea is to provide this capability for summary intervals (Intraday and Interday), not for tick-based events. Summary intervals allows for the merging of time slices which appears to be the value/requirement for this capability.

Jochen_Becker

This sounds good. We want to retrieve several intervals (30M and 60M) for several Underlyings for a given time horizon.

Since there are unfortunately not always the same number of quotes (because there are "holes" due to different trading times), it makes the individual query very cumbersome.

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