Following the tutorial and sample, I have a spreadsheet setup for time series data of one RIC at a time. I need to retrieve multiple RICs and have the time series data imported to my spreadsheet (side by side). I am not very familiar with Visual Basic (beyond using it for Excel) and am having trouble figuring out how to do this with the async nature of the process. Could you please provide a basic sample of how to achieve this?
I suggest instead of AdxRtHistory class you use RHistory API, where you can retrieve multiple instruments with a single request. Follow the link below for the tutorial.
The tutorial shows timeseries retrieval for a single instrument, but if you replace a single instrument string with a semicolon separated multi instrument string, it will happily retrieve multiple instruments. I.e. in the code snippet used in the tutorial replace
.InstrumentIDList = "AAPL.O"
.InstrumentIDList = "AAPL.O;IBM.N;TRI.N;FB.O"