I am doing the following Request in code book, that i need to replicate in C#
import refinitiv.data as rd rd.open_session() df = rd.get_data( universe = ['NCSM.O','ZYNE.O'], fields = [ 'TR.PriceClose', 'TR.Volume', 'TR.PriceCloseDate' ], parameters={ 'SDate': '2024-09-11', 'EDate': '2024-09-01' } ) display(df)
And i get this result
result 0 NCSM.O20.415902 2024-09-11 1 NCSM.O20.884412988 2024-09-10 2 NCSM.O21.555194 2024-09-09 3 NCSM.O20.864047 2024-09-06 4 NCSM.O21.1711898 2024-09-05 5 NCSM.O20.964102 2024-09-04 6 NCSM.O20.7418982 2024-09-03 7 ZYNE.O1.302023-10-10 8 ZYNE.O1.302023-10-10 9 ZYNE.O1.302023-10-10 10 ZYNE.O1.302023-10-10 11 ZYNE.O1.302023-10-10 12 ZYNE.O1.302023-10-10 13 ZYNE.O1.302023-10-10
As you see for ZYNE i get the Last Priced Date,
Is there a way i can add to my series, the date that the response is for?
for example
7 ZYNE.O1.302023-10-10.2024-09-11 8 ZYNE.O1.302023-10-10.2024-09-10 9 ZYNE.O1.302023-10-10.2024-09-09 10 ZYNE.O1.302023-10-10.2024-09-06 11 ZYNE.O1.302023-10-10.2024-09-05 12 ZYNE.O1.302023-10-10.2024-09-04 13 ZYNE.O1.302023-10-10.2024-09-03
Here is the code i use to run in C#
Frame<int, string> frame = privateEikon.GetData( securities, fields, new Dictionary<string, string> { { "SDate", startDate }, { "EDate", endDate }, { "Frq", "D" } } );