.NET examples for getting basis,contract month and last values
I was trying to get basis, contract month and last values for SOYBCHSSVG-C1 . Since I learned that getting history not possible with python I switched to .NET.
Here most of the examples show how to get the open, close, high and low with examples like
foreach (IBarData bar in chunk.Records.ToBarRecords())
{
if (bar.Open.HasValue && bar.High.HasValue && bar.Low.HasValue && bar.Close.HasValue && bar.Timestamp.HasValue)
{
it will be great if anyone can give some examples of how to deal with the basis, contract month and last values
The code to retrieve that data is:
ITimeSeriesDataRequest tsRequest = timeSeries.SetupDataRequest("SOYBCHSSVG-C1")
.WithView("NDA_RAW")
.From(DateTime.Today.AddMonths(-1))
.WithInterval(CommonInterval.Daily)
.OnDataReceived(chunk =>
{
Console.WriteLine("{0}", chunk.Ric);
foreach (IData record in chunk.Records)
{
foreach (string field in record.Keys)
{
Console.Write("{0}:{1} ", field, record[field]);
}
Console.WriteLine("");
}
})
.CreateAndSend();
The output is:
The code uses the ITimeSeriesDataService to retrieve historical data. For more information, please refer to the Time Series tutorial.
If the data is below, the answer could be similar to this thread.
The chain RIC is 0#SOYBCHSSVG:. The fields could be "DSPLY_NAME", "DATE_RANGE","PRIMACT_1", and "GEN_VAL1". However, you need to contact the content support team via my.refinitiv.com for confirmation regarding RICs and fields.
The code looks like:
IRealtimeService realtime;
...
List<string> rics = new List<string>();
var chainRequest = realtime.GetChain("0#SOYBCHSSVG:", true, constituents =>
{
// Iterate through chain constituents
foreach (var constituentRic in constituents)
{
// Console.WriteLine("{0}", constituentRic);
rics.Add(constituentRic);
}
var snapRequest = realtime.SetupDataRequest(rics).WithFields(new List<string> {"DSPLY_NAME", "DATE_RANGE","PRIMACT_1","GEN_VAL1"}).OnDataReceived(
update =>
{
foreach (var record in update)
{
Console.Write("{0} ", record.Key);
foreach (var val in record.Value)
{
// Console.WriteLine("{0} : {1}", val.Key, val.Value.Value.ToString());
Console.Write("{0}\t", val.Value.Value.ToString());
}
Console.WriteLine("");
}
}
).CreateAndSend();
});
The output is:
The code uses real-time data API to retrieve the data. For more information, please refer to the Real-time data tutorial.
Thank you. I am looking for something like this.
I know what is the RIC's but not sure about the fields.
I a trying to get the historical data like this. Is this possible?