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?