I have been trying to extract data from Reuters via AdfinX Real Time 6,0 Library (through AdxRtHistory). Out of 22 Tickers I received data for 8 and I do not see a clear pattern why some data is retrieved and some data is missing. The macro exists at the moment at
DataStatus <> RT_DS_FULL , where DataStatus = 3
however, I did not find any comments on what statuses mean what in the pdf documentation.
Ticker that works: .UCGRARC1
Ticker that does not work: .QUIXMETF
The code is the same.
Could you please give me an idea how I could solve this problem?
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.