I am using Eikon API to retrieve historical time series. The library I am using is AdxRtHistory. I want to retrieve the date, closing price and volume of the ticker "0001.HK", from 1 Jan 2001 to 7 Sep 2017. I was able to get the time series from 30 Jun 2015 to 7 Sep 2017, but any data point before 30 Jun 2015 was missing from the results. However, if I am using Excel I am able to get all the data points from 1 Jan 2001 to 7 Sep 2017. Could anyone tell me whether AdxRtHistory library is able to do the same task as Thomson Excel or not? Thank you very much.
Note: I am using C++ to implement the COM.
AdxRtHistory is a legacy object that retrieves timeseries from a legacy source. This source only provides two years of daily price history, and it is slated for shutdown.
Consider getting price history for stocks and indices using DEX2 COM library and fields TR.PriceClose, TR.Volume.
Alternatively consider using Eikon .NET SDK to retrieve timeseries of price history for all instruments.