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thien.pham avatar image
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Simple way to get Open Price for securities using DataScope?

Hi,

I am using DataScope and would need to get the open price for various securities (equities, bonds etc).

Rather than extracting historic raw ticks around the time range when the exchange opens and retrieving the very first valid tick, is there a FID that would represent the open price for that security throughout the day? Or do I need to use a different report template other than historic raw ticks?

Any advice and sample code would be appreciate.

Thanks in advance.

TP

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moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

@3ea68ad4-ed61-470f-8598-5b20a01d18c7

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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@3ea68ad4-ed61-470f-8598-5b20a01d18c7

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.
Thanks,

AHS

Alex Putkov.1 avatar image   Alex Putkov.1

@3ea68ad4-ed61-470f-8598-5b20a01d18c7
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
-AHS

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Christiaan Meihsl avatar image
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@3ea68ad4-ed61-470f-8598-5b20a01d18c7,

My answer assumes you are a DSS customer, and not a TRTH customer (both products use the same servers, which sometimes generates confusion).

  1. Field "Open Price" of the TimeSeriesExtractionRequest delivers the Open Price for any date range you want. This is described in DSS REST API Tutorial 4.
  2. Field "Open Price" of the EndOfDayPricingExtractionRequest delivers the Open Price for the preceding day, but will not deliver anything further back in history. This is described in DSS REST API Tutorial 2.

These 2 tutorials use On Demand requests, but you can also use scheduled requests, by choosing the corresponding templates. DSS REST API Tutorial 10 describes this for an End of Day Pricing request, following that you can easily make a Time Series extraction request.

If per chance you are a TRTH customer, then you should look at field "Open" of the ElektronTimeseriesExtractionRequest, it delivers the Open Price for any date range. This is described in TRTH REST API Tutorial 7.

Does this help ?

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thien.pham avatar image thien.pham

Thanks Christiaan, I am indeed a DSS customer hence will follow the sample code for TimeSeriesExtractionRequest to get backdated open prices as you have advised.

TP

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