Yes, but it depends on whether the AdxRtHistory Class of the AdxRtLib library (older methodology, Interday and beyond only) or the RhistoryAPI library (newer methodology, all time periods) is being used.
For RHistoryAPI there is no direct way to get the actual field names being used, but by using the field list as "" (to request ALL fields) and the display parameter "CH:Fd", when the data is returned the first row of the array will be the names of the fields. In the Visual Basic Editor, Tools, References for the RHistoryAPI (or look for RHistoryAPI.dll in the X/Bin, Y/Bin or Z/Bin of the TR Eikon installation directory)
Private myRHistoryManager As RHistoryAPI.RHistoryManager Private myRHistoryCookie As Long Private WithEvents myRHistoryQuery As RHistoryAPI.RHistoryQuery Private Declare Function CreateReutersObject Lib "PLVbaApis.dll" (ByVal progID As String) As Object Private Sub getHistory() Set myRHistoryManager = CreateReutersObject("RHistoryAPI.RHistoryManager") 'Create.the Manager object myRHistoryCookie = myRHistoryManager.Initialize("MY BOOK") 'Initialise Set myRHistoryQuery = myRHistoryManager.CreateHistoryQuery(myRHistoryCookie) ' Create the Query object. With myRHistoryQuery .InstrumentIdList = "VOD.L" .FieldList = "" ' To request ALL fields .RequestParams = "NBROWS:1 INTERVAL:TICK" .RefreshParams = "FRQ:10S" .DisplayParams = "SORT:D CH:Fd" .Subscribe End With End Sub Private Sub myRHistoryQuery_OnUpdate(ByVal a_historyTable As Variant, ByVal a_startingRowIndex As Long, ByVal a_startingColumnIndex As Long, ByVal a_shiftDownExistingRows As Boolean) Dim rw As Integer, col As Integer For rw = LBound(a_historyTable, 1) To UBound(a_historyTable, 1) For col = LBound(a_historyTable, 2) To UBound(a_historyTable, 2) Debug.Print a_historyTable(rw, col) Next col Next rw End Sub
From the names of the fields returned one can infer the actual fields being used, examples below;
Field Header refers to Category
Trade Close refers to TRDPRC_1
Bid Close refers to BID
Bid Yield Close refers to BID_YIELD
VALUE refers to ECONOMIC (e.g. GBCBIS=ECI - the Timestamp field header "CH:Fd" returns as UPPER CASE TIMESTAMP)
For more details on using AdxRtHistory, go to the Tutorial 5 in the COM APIs page and for the RHistoryAPI, Tutorial 9 COM Learning
I have additional question related to the topic.
.InstrumentIdList = "VOD.L" - there are RIC or multiple RICs included inside the query.
However, I would like to retrieve data for multiple instruments in Range of cells. For example in column A.
Could someone advise?
You can use the following code to get multiple instruments from Range of cells (Column A).
Dim Lastrow As Integer Lastrow = ActiveSheet.Cells(Rows.Count, 1).End(xlUp).Row With myRHistoryQuery .InstrumentIdList = "" For Each c In Range("A1:A" & Lastrow) If IsEmpty(c.Value) = True Then Exit For End If .InstrumentIdList = .InstrumentIdList + c.Value + ";" Next c .FieldList = "" ' To request ALL fields .RequestParams = "NBROWS:1 INTERVAL:TICK" .RefreshParams = "FRQ:10S" .DisplayParams = "SORT:D CH:Fd" .Subscribe End With
The above code will retrieve multiple items from column A1 to the last row of column A or until the cell is empty.