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Using RFA API How can we get Last Updated/History Data

We have been using Reuters "RFA8_NET100_x64.dll" API, in our application for getting Reuters Stock feed. We have the following requirements

1. How can we get the Last Data i.e TRADE_PRICE, BID,ASK, HIGH, LOW etc, for a particular stock.
2. How can we get History Data for a particular date and stock. Now,

we want to fullfil the above requirements by using some Reuter API. Please suggest.

treprfarfa-apiricshistorical
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1 Answer

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You can use RFA.NET to request streaming or snapshot data for a particular stock. There are fields for TRADE_PRICE, BID, ASK, HIGH, and LOW.

  • TRADE_PRICE => TRDPRC_1
  • BID => BID
  • ASK => ASK
  • HIGH => HIGH_1
  • LOW => LOW_1

For more information, please refer to RFA.NET tutorials.

For historical data, you can use RFA.NET to retrieve daily, weekly, or monthly historical data for a particular stock from TS1. For daily data there is up to two years worth of history, for weekly data there is five years, and for monthly data up to ten years.

Typically, the data contains OPEN, HIGH, LOW, and CLOSE fields, as shown below.

For more information, please refer to StarterConsumer_TS1 example in the RFA.NET package. You can download the RFA.NET package from here.

TS1 is a legacy system. You should consult your local sales or account team before using it. Please refer to this thread.

Other options for historical data are Thomson Reuters Tick History (TRTH) or Thomson Reuters Knowledge Direct (TRKD).


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