Based on the code in the `DataApiUsageExampleTimeSeries` I am building a request like this:
request = timeSeries.SetupDataRequest(ric) .WithView("BID") .WithAllFields() .WithInterval(CommonInterval.Daily) .From(from) .To(to) .OnDataReceived((dc) => { tcs.SetResult(dc); }) .CreateAndSend();
Is it possible to also get ask prices in the same request and if yes, how do I get them out of the response?
@robert.hardy
There is a way to do this, you need to specify a different view in the WithView() function:
request = timeSeries.SetupDataRequest("EUR=") .WithView("NDA_RAW") .WithAdjustedPrice(true) .WithAllFields() .WithInterval(CommonInterval.Daily) .WithNumberOfPoints(10) .OnDataReceived(DataReceivedCallback) .CreateAndSend();
Here is a piece from the tutorials explaining the views:
Every entry has a set of Views, or field definitions, that specify which data points are collected and stored. The views are largely tailored to a specific asset class of the financial instruments, but by default there will be:
Supported intervals can be divided into three groups:
You can get more information on this in the tutorial.