pull monthly time series using RHISTORY

salman.khoja01
salman.khoja01 LSEG
in Eikon COM

If I want to pull just monthly time series, how do I change the following RHISORY formula?

RHistory(A4:D4,".Timestamp;.Close","START:"&$A$2&" END:"&$A$3&" INTERVAL:1D","FRQ:SNAP","SORT:ASC TSREPEAT:NO NULL:" &"SKIP" &" Transpose:N",A7)

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @salman.khoja01

    You can use the Excel Formula Builder to check valid values of parameters. For monthly data, the Interval is 1MO.

    INTERVAL:1MO

    According to the Eikon Excel Help page, the valid values of Interval are:

    INTERVAL defines the interval between each data point retrieved. The list of available values is instrument and field-specific. It can have these values.

    {TICK, TAS, TAQ, TASTAQ, 1M, 5M, 15M, 60M, 1D, 1W, 1MO, 1Y}

    INTERVAL:TICK to retrieve data for each change in a particular price value (trade price, bid, ask, and so on) for the requested instrument

    INTERVAL:TAS to retrieve historical time and sales data, that is, a historical record of trades for the requested instrument, sorted by time

    INTERVAL:TAQ to retrieve historical time and quotes data, that is, a historical record of quotes for the requested instrument, sorted by time

    INTERVAL:TASTAQ to retrieve time series data for trades and quotes, that is, a historical record of trades and quotes, sorted by time

    INTERVAL:1M for 1 minute

    INTERVAL:5M for 5 minutes

    INTERVAL:15M for 15 minutes

    INTERVAL:60M for 60 minutes

    INTERVAL:1D for 1 day

    INTERVAL:1W for 1 week

    INTERVAL:1MO for 1 month

    INTERVAL:1Y for 1 year

    Default value: None.

    You must define INTERVAL for RHistory.


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