.NET SDK Timeseries extraction

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Meenakshi.Swarnkar
Meenakshi.Swarnkar LSEG
in DSS

Client is looking for a script to extract timeseries data for any equity instrument since 1980. The tutorial guide does not contain any examples which match this requirement.

Can you please share a sample script for MSFT.O and hisotrical price for OPEN Price , HIGH Price , LOW Price , CLOSE Price and volume from period of 1980 to till date?

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Best Answer

  • nityanand.koppad
    nityanand.koppad LSEG
    Answer ✓

    @Meenakshi.Swarnkar

    Please use below example

     {
       IdentifierList = InstrumentIdentifierList.Create(
        new[]
        {
        new InstrumentIdentifier { Identifier = "MSFT.O", IdentifierType = IdentifierType.Ric }
        }, null, false),
        ContentFieldNames = new[] {"RIC", "Trade Date", "Universal Close Price", "High Price", "Low Price", "Open Price", "Volume"},
        Condition = new TimeSeriesCondition
        {
            StartDate = new DateTimeOffset(new DateTime(1980, 01, 01)),
            EndDate = new DateTimeOffset(new DateTime(2019, 01, 25))
        }
    };

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