COM RHistory API C++ example
Best Answer
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There isn't because unlike all other Eikon COM APIs RHistory API can only be used in Excel VBA.
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Answers
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what about AdfinX Real-Time API with CreateAdxRtHistory ?
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This is a legacy object retrieving timeseries from a legacy source that deemed to be sunset. It should not be used in any new projects.
If you need to retrieve timeseries of price history into a C++ application, use Eikon .NET API. You can use it alongside Eikon COM APIs.0 -
Are you saying there is no way to request timeseries data using COM API with C++? I'm looking for the data that can be seen in Time & Sales window in Eikon Desktop application (trading history).
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Correct. The only way to retrieve time & sales data into a C++ application is by using Eikon .NET APIs. It is however perfectly possible to use both Eikon COM and Eikon .NET APIs in the same C++ application.
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Alex, thanks for your answer.
I'm not sure that I want to messed with 2 different APIs in one application.. So could you tell me the difference between COM API (C++) and Eikon .Net API from functionality point of view?
1. What are the limitations (if any) of COM API (excluding time series tables) comparing to Eikon .Net API?
2. What are the limitations (if any) of .Net API comparing to COM API?
Based on this knowledge I would decide if it's worth to move completely to .Net API or stay with COM and add .Net API to the same app.
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P.S. We already found that python has limitation in terms of assets type (search for tickers), so we're trying to select an API that provides us as much functionality as possible.
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I'm afraid I don't see a way around using multiple APIs in your application. Eikon .NET API can only be used to retrieve streaming market data and timeseries of price history. Since you also need fundamental & reference data as well as search capability, which you get using Dex2 and RSearch COM libraries, you have no choice but to utilize multiple APIs.
Eventually Eikon Data APIs will provide all these capabilities and will replace legacy Eikon COM and .NET APIs. But we're not quite there yet.0 -
@Alex Putkov.1 by Eikon Data Api you mean APIs for Python?
I'm only seeing Python API reference guide there.
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Yes, that's what I mean, although Eikon Data APIs are not specifically for Python per se. Python ease of use library is the only one we officially support, but there are also ready available similar open source community owned libraries for R and .NET, and more open source language specific implementations are envisaged in the future. And underlying these ease of use language specific libraries are language agnostic REST and Websockets APIs, which have not yet been made public, but will be. We refer to all of this collectively as Eikon Data APIs.
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Understood. Thank you
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Excel plugin uses COM to communicate with desktop application. COM is a standard technology that does not depend on a language. So how come it's possible to use it in VBA, but not in other languages?
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It's not a generic limitation. RHistory COM library could very well have been built like all other Eikon COM APIs libraries: for use outside of Excel as well as within Excel. But it wasn't. For reasons I cannot explain here it was built with a dependency on Eikon Excel COM add-in, and this is why it can only be used in Excel VBA. More specifically it can only be used inside Excel.exe process that has Eikon Excel COM add-in loaded. It cannot for instance be used in Outlook or MS Access VBA.
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You mentioned .Net API can be used in C++ application. Could you give me any example? I checked the downloads. There is only c#. Also, what technology is used to communicate with Eikon app in .Net API?
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I'm afraid we don't have a C++ example of using Eikon .NET API. There's never been sufficient demand to justify the effort to produce such an example. The communication between Eikon .NET API and Eikon application is over named pipes.
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Is there any option for C++ to get time series data?
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The easiest available option is to use Eikon .NET API.
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Do you mean managed c++?
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Yes, I mean managed C++.
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