Eikon COM FX Pair Europe/USA/Asia close in the past

loic.dechecchi
loic.dechecchi Newcomer
in Eikon COM

Hi,

I am using Eikon COM API v 9.0.11 and would like to get the close price for any FX pair for different timezone.

However I am not sure about the request parameters needed.

-RtHistory : I can find "America bid close", ... fields in Excel RHistory, but not in COM API RtHistory object.

-Dex2: It seems those fields are available with Dex2.Rdata but I don't know how to retrieve them for a range of date.

Is there any practical solution to retrieve those data?

Thanks

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    AdxRtHistory COM object is a legacy component, which should not be used any more.
    If you use Eikon COM APIs in Excel VBA, then you can use RHistory library, which mimics the functionality and interface provided by RHistory worksheet function.
    If you use Eikon COM APIs in a custom application, then your only choice is DEX2 library. To specify start and end dates for say TR.AMERICACLOSEBIDPRICE field use SDate and EDate keywords in RequestParam property of RData objects, e.g.

    RData.RequestParam = "SDate=2019-06-03 EDate=2019-01-03"
    You may also want to check if the latest Eikon Data APIs might be a better choice for your use case.

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