Is there a C++ or Python version of the Excel function RHistory to get timeseries?

robert.hardy · August 2016

I see that there is a way to retrieve time series data via the .NET API, I am wondering if there is a C++ version or a Python version.

Neil Shah · August 2016

The RHistory API can not itself be used in applications outside Excel.

The RTX COM API can provide some interday data, so two years worth of end of day data, which can in theory be accessed in python or C++.

The nicest solution will be to use the Eikon scripting API for timeseries, but that is not yet released. Its planned to be out in a few months

Jirapongse · August 2016

There are DataScope Select (DSS) and Thomson Reuters Tick History (TRTH) which provides SOAP and REST API. You can use these APIs with C++ or python to retrieve historical data.

robert.hardy · August 2016

Thank you. I am using EIKON but it is good to know about the alternatives.

Jirapongse · August 2016

You can use App Studio - .NET SDK (Time Series API) with IronPython.

You need to copy the following DLLs from the DataApiUsageExampleTimeseriesData sample to the same directory as the IronPython script file.

Please see the IronPython script to retrieve the Time Series data in the attached file.

Best Answer