For a deeper look into our DataScope Select REST API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials

question

Upvotes
Accepted
3 1 0 1

How to request eod pricing and or adjusted close prices? Soap API DSS

Hi,

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?

Thanks!

dss-rest-apidssdatascope-selectdatadss-soap-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

@anders.stenberg, is this for a new development ? If yes, I would recommend you use the REST API instead of the SOAP API, the REST version has more capabilities.

@Christiaan Meihsl we have an existing application that requests time series and universal close price. We want to add the adjusted universal close price in that request. Adjusted close prices only seem to exist in EOD Pricing, but I cannot see that this is possible to extract eod pricing from Soap API.

@anders.stenberg, ok, I understand, you need to modify existing code for the SOAP API.

Upvotes
Accepted
13.7k 26 8 12

@anders.stenberg,

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 ?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
3 1 0 1

Hi,

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!

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Glad this worked out for you, thanks for letting us know :-)

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.