question

Upvotes
Accepted
himjohntang avatar image
7 ●3 ●2 ●4

No data before 30 Jun 2015

Hi all,

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.

eikoneikon-com-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Alex Putkov.1 avatar image   Alex Putkov.1

@himjohntang
Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.
Otherwise please post again offering further insight into your question.
Thanks,
-AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.