I did nothing else but downloaded the Tutorial 5 - AdxRtHistory.xlsm. It used to work last week, but now I get an Error "MISSING: AdfinX Real Time 6,0 Library". I tried to add smth like "adfin" from Program Files (86), but nothing helps. Could you please suggest how I add this library to my VBA so that a basic Example of AdxRtHistory.xlsm works?
The file name of the COM library you're looking for is rtx.dll. The file is located in Eikon Bin folder, e.g. C:\Program Files (x86)\Thomson Reuters\Eikon\X\Bin
The disappearing VBA reference is an unfortunate effect of the changing location of Eikon Bin folder as updates to Eikon are rolled out and the fact that Eikon COM API libraries are implemented as reg free COM. You can get a bit more color on the issue as well as a suggested workaround on this thread.
Notwithstanding the above, AdxRtHistory object should not be used for any new development at this time. The object retrieves timeseries data from a legacy system that dates back 30 years and that is being sunset. If you're looking to retrieve timeseries of price history into Excel VBA, use RHistory library instead. If you're looking to retrieve the same data into a .NET application use Eikon .NET API or the .NET implementation of Eikon Data APIs.