RHistory Excel - Receive multiple Instruments without redundant TIMESTAMP

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generatedbyseed
generatedbyseed Newcomer
in Eikon Data APIs

I'm currently working with the Thomson Reuters Excel Add-In to fetch data using the TRHistory function. 

=RHistory("EUR=;EURPLN=","BID.Timestamp;BID.Close";"START:cell_ref END:cell_ref Interval:1D",,"Sort:ASC CH:In;FD DAY:A NULL:NA", B4)

This code does indeed receive the data, but unfortunately adds TIMESTAMP columns for every single instrument (in this case "EUR=", "EURPLN="). I'm required to fetch the data in the following format:

DATA       EUR= EURPLN= ...01.01.2018 ...  ...     ...

Dates with missing data in any of the instruments may be skipped or "NA" as data would be fine as well. My current approach was to use the "RHistory" function two times - once to receive the dates, another to download the actual data.

Sadly the approach fails, since it's not possible to receive the data excluding the TIMESTAMP field. 

You must specify the TIMESTAMP field when you specify NULL for interday intervals.

How can I change my approach to get the desired outcome?

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    @generatedbyseed there is something not right with your sample request, as in, I do not recognize the field names.

    You can use a 'TSREPEAT:NO" not to repeat the timestamp column. Here is the function:

    =RHistory("EUR=;EURPLN=","BID.Timestamp;BID.Close","INTERVAL:1D",,"TSREPEAT:NO Sort:ASC CH:In;FD DAY:A NULL:NA")

    image

    DAY:A shows all days including the weekend. Are you sure that you need that as well?

    In future, it is better if you address the questions not related to the API functionality to your local product support desk.

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