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al.sedov avatar image
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.NET API some questions

Hello,

Could you be so kind to help me out with some questions re: .NET Api?

1. ITimeSeriesDataService.SetupDataRequest lets me specify instrument's time zone - .WithTimeZone(TimezoneType.Instrument). Does IRealtimeService.SetupDataSubscription support this feature as well? If so, what method should I call to get RT data in instrument's time zone?

If it's not possible, maybe IRealtimeUpdateDictionary has a field for instrument's timezone?

2. Does .NET Api support making requests for Daily data for a given TimeOfDay (Intraday Daily Historical Data)?

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Alex Putkov.1 avatar image
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1. Only ITimeSeriesDataService can provide the timestamps in the timezone of the instrument. IRealtimeService does not have this capability. You could however use ITimeSeriesDataService.SetupDataSubscription's WithTimeZone(TimezoneType.Instrument) method to receive real-time data updates timestamped in the timezone of the instrument.

2. Nope. Eikon platform does not provide this capability.

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Thanks.

Re 2: I mean about this functionality

"RHistory() function to provide a daily time-series of intraday (i.e. non-closing) pricing data for a specified instrument."

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Alex Putkov.1 avatar image Alex Putkov.1

Hi @al.sedov
Sorry, I'm not sure I understand the purpose of your clarification for you request #2. If I understand correctly what you're asking for is a daily timeseries of price snapshots taken at your choice of time during the day, e.g. daily snapshots of asset price at noon. I'm afraid Eikon does not provide this capability. You can retrieve the price at noon on a given date (within the limits of how much intraday history we store). But to construct daily timeseries you'd need to request the price separately for each day.

Alex Putkov.1 avatar image Alex Putkov.1

Or are you saying that RHistory function in Eikon Excel already does what you need and you're just looking to replicate it using Eikon .NET SDK? In this case, would you care to share the syntax of RHistory function you're looking to replicate?

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