in the SOAP API PROGRAMMER GUIDE there is a referece to EOD Pricing... How do I extract that data?
I want to get timeseries data but extend it with adjusted prices. This seems to be able to get from EOD Pricing and FVP Adjusted Universal Close Price.
Im looking for something like: InstrumentExtractionRequestEodPricing()
Is this data avalible from from the SOAP API?
I am not familiar with the SOAP API, but here are some hints:
You need to call the Extract method using an InstrumentExtractionRequestEndOfDay object.
The programmer guide (pages 14 and following) documents the code samples we deliver. You can download the samples here. When you run the sample, for End of Day data, in the GUI go to the left menu and use the following : Extraction - Pricing - EndOfDaySample
Does this help ?
yes this worked but we needed adjusted prices for historic dates and with EOD Pricing you can not fetch historic prices. Ended up with me implementing the REST API and using Pricing History template. Now everything works as expected!
Thank you for your answers!