Need an example to retreive RHistory Data using RFA jar

gaurav.gupta2
gaurav.gupta2 Newcomer
in RFA

Need an example to retreive RHistory Data using RFA jar.

I need an equivalent of RHistory function present in EIKON in RFA/Elektron.

Need the example in Java/Scala.

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Best Answer

  • pimchaya.wongrukun01
    pimchaya.wongrukun01 LSEG
    Answer ✓

    Hello @gaurav.gupta2

    RFA
    Java can consume history data i.e. Time Series One (TS1). However, it cannot
    provide the function equivalent to RHistory e.g. specific the fields or Start
    date and End date. RFA Java will retrieve all fields received from the feed
    according to the request with specific frequency i.e. daily, weekly, and
    monthly. To do the equivalent RHistory function, the application has to
    implement by itself after it receives historical data from RFA Java.

    For
    detail of TS1; historical data that RFA Java consumes, please refer to TS1
    Reference manual document,[RFAJ
    package]\Docs\TS1Data.pdf    .

    RFA Java
    provides the console application, TimeSeriesConsole , shows how to retrieve
    TS1 historical data from a remote service, decode it, and print it to the
    console. The source code and its help is in [RFAJ
    package]\Examples\com\reuters\rfa\example\omm\idn\tsconsole

    An
    example command line running TimeSeriesConsole at [RFAJ
    package]\Examples     to consume RIC PTT.BK in daily
    for 3 samples:

    java -cp .;..\Libs\rfa.jar com.reuters.rfa.example.omm.idn.tsconsole.TimeSeriesConsole -session myNamespace::consSession -serviceName ELEKTRON -itemName PTT.BK -user pimchaya -count 3

    For detail of each application’s parameter, please refer to package.html in the TimeSeriesConsole
    source code folder.

    An example output:

    image

    The result is 3 days back from now. I run in the morning 5 Apr. Hence, it
    showed the history data of 4,3 and 2 Apr.

    To set the frequency to be the other e.g.
    monthly or weekly, change the period in TS1TimeSeries
    parameter in processComplete() method of
    TimeSeriesConsole.java for example:

    Set to monthly:

    TS1TimeSeries timeseries = new TS1TimeSeries(_appContext, itemName,
    			TS1Constants.MONTHLY_PERIOD, count);

    Set to weekly:

    TS1TimeSeries timeseries = new TS1TimeSeries(_appContext, itemName,
    			TS1Constants.WEEKLY_PERIOD, count);

    Then, compile and run it.

    Unfortunately, there is no Scala example to retrieve historical data TS1. However, you can develop a Scala
    application by following TimeSeriesConsole application.

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