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nicola.pestalozzi avatar image
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VBA API - Fetch CF_CLOSE with DEX2 doesn't work

Hello,

I have a working VBA Code that retrieves many TR. Fields for a list of mixed instruments with the DEX2 API.
The problem arises when I try to fetch fields which do not start with "TR.", as for example CF_CLOSE or OPEN_PRC.

The error says "CF_CLOSE is not a valid request parameter.".


Oddly enough, using the fomula builder, this formula works:

=TR("LU0033050237";"CF_CLOSE;TR.CLOSEPRICE";"CH=Fd RH=IN CODE=ISIN";B1)

Am I getting something wrong? How can I fetch Fields that don't have the prexif "TR."?

In the specific case, I have to use CF_CLOSE instead of TR.CLOSEPRICE because for Bonds (e.g. LU0033050237) and Open-End Funds (e.g. US0030207163), TR.CLOSEPRICE seems to be very often empty (why??).

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nicola.pestalozzi avatar image nicola.pestalozzi

I found some good alternatives as TR.FiPricingClosingPrice or TR.FiPrevPrice for bonds or TR.FundNAV for funds.

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Zhenya Kovalyov avatar image
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@nicola.pestalozzi the fields that do not start with TR are real-time fields, and you will have to use the real-time API, such as Adfin X Real-time, check out this tutorial. However, please note that Adfin X Real-time is only supported in the 32-bit environment.

As for the empty close prices, I would suggest that you raise an issue with your local Thomson Reuters support desk, they should be able help.

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