.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)?
Best Answer
-
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.
0
Answers
-
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."0 -
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.0 -
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?
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 616 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 557 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 654 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 229 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛