Example C# SDK code for downloading gzip file from TRTH?

mrr
mrr LSEG
in TRTH

A client is trying to make on demand requests to TRTH using the sample code in the C# SDK - the request is for 3 RICs for a day's worth of tick data (Time and Sales) and the download is incomplete. I suspect that the client is relying on the streaming download being sent directly to their command line display instead of downloading the .gzip file. Is there a TRTH example in C# that downloads the gzip file? The examples I have seen usually echo the data straight to the GUI (using Visual Studio or the Dss.Api.Examples.exe).

I know that there are Python examples to download (I use them) but this client seems to need C# and cannot figure it out for themselves.

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Best Answer

  • Christiaan Meihsl
    Christiaan Meihsl LSEG
    Answer ✓

    @mrr, yes, we have a C# sample that saves the data in a compressed file.

    It is based on an intraday summary, not Time and Sales, but the download part would be the same whatever data type you request.

    It is described in .Net SDK Tutorial 5, the code is available under the downloads tab.

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