question

Upvotes
Accepted
GoGoGroundhog avatar image
87 ●10 ●13 ●14

Relating historic fields to build OHLC candles

Using the Eikon .NET API, it is dead simple to retrieve summarized historic bars for a given view (e.g. LAST_PRC_1, BID, ASK) (returned as DateTime / Open / High / Low / Close / Volume) for a specified interday or intraday period.

Using EDP, I understand that you have to build the bars yourself by joining the values from the correct open / high / low / close / volume fields?

To do this, one has to know *which* fields to retrieve and to join.

For example for an equity like ADSGn.DE it would be OPEN_PRC, HIGH_1, LOW_1, TRDPRC_1, ACVOL_UNS, and for a currency like EUR= this would be OPEN_BID, BID_HIGH_1, BID_LOW_1, BID, NUM_BIDS.

There are myriads of security types and combinations. In the EDP API, is there (or is there planned) a way to retrieve meta information for related fields for this purpose?


rdp-apirefinitiv-data-platformhistoricalfields
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.

Jirapongse avatar image   Jirapongse

Contacted 3LS_EDS_ALERTS to answer this question.

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@GoGoGroundhog

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
79.1k ●250 ●52 ●74

@GoGoGroundhog

Currently, we don't have metadata in Historical Pricing API. However, I have contacted the development team to verify if there is any plan to provide metadata in the historical pricing API.

I will keep you updated.

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.

Jirapongse avatar image Jirapongse

I got the response from the development team that at this moment, we don’t provide the meta-information for related fields and we don’t have any plans for building the metadata API. However, in the future, if there are many clients required this meta info so we might raise to the product team in order to release the new API for it.

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.