You can use ElektronTimeseriesExtractionRequest to retrieve historical Elektron end of day prices. The "Last" field represents the last trade price or value. From my test, its value is the same as the CLOSE field of daily historical data.

The request of ElektronTimeseriesExtractionRequest looks like:

{
  "ExtractionRequest":{
    "@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.ElektronTimeseriesExtractionRequest",
    "ContentFieldNames": ["RIC","Trade Date","Open","High","Low","Last"],
    "IdentifierList":{
      "@odata.type":"#ThomsonReuters.Dss.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
      "InstrumentIdentifiers":[{
        "Identifier":"TRI.N",
        "IdentifierType":"Ric"}
        ],
        "ValidationOptions":{"AllowHistoricalInstruments":true},
        "UseUserPreferencesForValidationOptions":false},
        "Condition":{
          "StartDate":"2017-09-01T00:00:00.000Z",
          "EndDate":"2017-09-25T00:00:00.000Z"}
      }
  }

The request can be used with Extractions/Extract or Extractions/ExtractRaw endpoint. For more information please refer to REST API Tutorial 7: On Demand End of Day extraction.

For the descriptions of all available fields in ElektronTimeseriesExtractionRequest, please refer to TICK HISTORY 11.1 DATA DICTIONARY. On Field Descriptions sheet, please select Elektron Timeseries as a filter for the Tick History Report column.

@jirapongse.phuriphanvichai

Hi ,

I am looking for "previous day close price" which is available from datascope. we are migrating our end of day extractions from datascope to trthv2. So I am looking for "previous day close" for any date-sym I querry. Previous day close = close price of the previous trading date vis-à-vis the date querried for.

@Christiaan Meihsl ♦♦

the screenshot says last = last trade price. doesn't look like its previous days close price. so if last is what you say, which column will tell me the queried dates last trading price?

Hi Muneish,

I have reviewed your query and would like to inform that even though the field Last indicates Last trade price or value, the LAST in Elektron Time Series template (Which provides End of Day Data) is nothing but Close for the trade date in question.Considering the example, TRI.N you can see the output from ETS template:

RIC Trade Date Last TRI.N 9/19/2017 45.57 TRI.N 9/20/2017 45.67 TRI.N 9/21/2017 45.66 TRI.N 9/22/2017 45.92 TRI.N 9/25/2017 45.84 TRI.N 9/19/2017 45.57

So you can refer to the field “Last” on Elektron time series report template for Close Price.

If I may add to the above, there is no Previous Day close Price field in Elektron Time Series report template. You may extend the date range to pull the previous trade day close.

Regards,
Beera

@Beera.Rajesh

So right now we use Datascope to get all EOD columns including prev_close. Any plans to add prev_close to Elektron Time Series in TRTH?