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NJH avatar image
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How to determine Fields for Instruments .Net Refinitiv Data API

Hello, I am trying to find a generic way to determine which fields to use for different instruments so that the data processed is consistent with that displayed in Workspace. Looking at Daily Charts:

For example if I query some daily history for MSFT.O and VOD.L with the following:

var response = Summaries.Definition("MSFT.O")
                        .Interval(Summaries.Interval.P1D)                                
                        .Sessions(HistoricalPricing.Sessions.normal)
                        .Adjustments(Summaries.Adjustments.exchangeCorrection)                                
                        .Count(5)
                        .GetData();

These Fields are returned:

msfto.jpg

The same query for VOD.L

var response = Summaries.Definition("VOD.L")
                        .Interval(Summaries.Interval.P1D)                                
                        .Sessions(HistoricalPricing.Sessions.normal)
                        .Adjustments(Summaries.Adjustments.exchangeCorrection)                                
                        .Count(5)
                        .GetData();

Gives these Fields (this editor wouldn't allow attaching another image due to size restriction, although my total image size would have been ~280K):

│ Instrument │ DATE │ TRDPRC_1 │ MKT_HIGH │ MKT_LOW │ ACVOL_UNS │ MKT_OPEN │ BID │ ASK │ TRNOVR_UNS │ VWAP │ MID_PRICE │ PERATIO │ ORDBK_VOL │ NUM_MOVES │ IND_AUCVOL │ OFFBK_VOL │ HIGH_1 │ ORDBK_VWAP │ IND_AUC │ OPEN_PRC │ LOW_1 │ OFF_CLOSE │ CLS_AUCVOL │ OPN_AUCVOL │ OPN_AUC │ CLS_AUC │ TRD_STATUS │ INT_AUC │ INT_AUCVOL │ EX_VOL_UNS │ ALL_C_MOVE │ ELG_NUMMOV │ NAVALUE │


It appears that Workspace uses OFF_CLOSE for VOD.L and TRDPRC_1 for MSFT.O - is there a way to determine which fields to use? At the moment I'm using the RECORDTYPE of an instrument to choose fields, but it looks like there's more required.

thanks

workspace#technologyc#.netrefinitiv-data-libraries
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nick.zincone avatar image
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Hi @NJH

For questions related to content, it is best to go through the helpdesk - they will bring in a Historical Pricing content specialist who can help determine the specific field to use.

When I looked into the details of the raw response, there is a property called: defaultPricingField

For example, for VOD.L, when I print out the raw data (which is a JSON object):

Console.WriteLine(response.Data.Raw);

I see the "OFF_CLOSE" value within this property:

1719575555378.png

For Microsoft, I see TRDPRC_1:

1719575711541.png



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NJH avatar image NJH

Thanks very much @nick.zincone - the defaultPricingField is exactly what I needed! I'll be sure to go with the HD for future content related queries.

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