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robert.hardy avatar image
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Can I get bid and ask prices in a single ITimeSeriesDataService.SetupDataRequest?

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?

eikonapitime-seriesc#eikon-app-studio
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Jirapongse avatar image   Jirapongse

@robert.hardy

Hi,

As your query is related to App Studio, Eikon Scripting APIs was not the right forum. I moved it to this App Studio group.

Kind regards,
AHS

Christiaan Meihsl avatar image   Christiaan Meihsl

@robert.hardy

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks, AHS

Christiaan Meihsl avatar image   Christiaan Meihsl

@robert.hardy

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such. Thanks, AHS

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Zhenya Kovalyov avatar image
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@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:

  • Common or default view, that will carry a timestamp and the Open-High-Low-Close information for a default field (e.g. Trade for equities, Bid quote for the OTC instruments, etc.);
  • Raw view, containing all of the fields stored in the database for the selected instrument.

Supported intervals can be divided into three groups:

  • Evenly spaced intra-day: 1, 5, 10, 30 and 60 minutes;
  • Unevenly spaced intra-day: Tick, Quotes, Trades, Trades And Quotes;
  • Evenly spaced inter-day: Daily, Weekly, Monthly, Quarterly and Yearly.

You can get more information on this in the tutorial.

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