For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 1 3 4

How to convert a RHistory function into a EikonDataApi request?

I'm trying to find out how I can translate the following function found in our excel document.

=@RHistory(".MERF0C4","NDA_RAW.Nda_spread","START:"&$C$46&" END:"&$C$46&" INTERVAL:1D")

Into a request built within EikonDataAPI (C# library)?


Update:

1. I can get the current days value using

eikon.GetData(".MERF0C4", "GEN_VAL10")

but try as I might I can't get historical values. Everything I try returns missing as the only value.


2. This other excel functions retrieves the same info if it helps translate the function.

=@RHistory(".MERF0C4","ROAS.Timestamp;ROAS.Value","START:01-Oct-2020 END:19-Oct-2020 INTERVAL:1D",,"TSREPEAT:NO",W37)

I've tried to extrapolate what it could be but nothing seems to work. I pasted bellow my current attempt with a sample or alternatives I've tried.

var dictParam = new Dictionary<string, string>();

dictParam.Add("SDATE", "01-Oct-2020");

//dictParam.Add("NBROWS", "50");

dictParam.Add("SORT", "ASC");

dictParam.Add("INTERVAL", "1D");

var fields = new List<string>();

//fields.Add("GEN_VAL10");

//fields.Add("TR.ROAS");

fields.Add("TR.NDA_raw");

//fields.Add("FIELDS");

var instruments = new List<string>();

instruments.Add(".MERF0C4");


var abdc = eikon.GetDataRaw(instruments, fields, dictParam);

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apieikon-com-apic#eikon-.net-api
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.

1 Answer

Upvote
Accepted
39.3k 77 11 27

@evan.lee

I'm afraid these timeseries are not available through Eikon Data APIs. At the moment the only way to retrieve this data programmatically is by using legacy Eikon .NET APIs.

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.

Thank you for the info and link. I'm now working on implementing this Api specifically for this request.

I'm now debating if I should convert my app to only use the legacy Api. Would you know what benefits the new Api has over the old one (security, performance, ...) and more confusingly, would you happen to know why the new Api (Eikon Data Api) has access to less data than the legacy Api (Eikon .NET Api) and the Excel Add-On?


Eikon .NET APIs only provide access to streaming market data and timeseries of price history. Eikon Data APIs also provide access to fundamental and reference data, screening capabilities etc. We're in the process of building out a new data platform that will consolidate all Refinitiv data assets and provide access to them through consistent interface. The newer APIs are meant to retrieve data from this new platform dubbed Refinitiv Data Platform, and will eventually replace legacy APIs. However in the meantime, while the new data platform is being developed, there are some (fairly small) datasets that are only accessible through legacy APIs.