I am trying to find out what is the best solution for getting the latest closing price for US Equities (preferably for XNAS). The requirement is that:
- One instrument is requested at a time.
- Request time can occur 0-24, even weekends.
- Closing price must be the last closing price available at the request time for the selected RIC. i.e.:
- 1) responses for requests initiated during market holidays must contain the last market closing price.
- 2) responses for requests initiated before market close time must contain the closing price of the previous day.
- 3) responses for requests initiated after market close time must contain the closing price of the actual day.
- We found that RKD GetInterdayTimeSeries_1 with DAILY Interval could be an appropriate solution but is there a better solution for this query?
- If this is the suggested solution, would it fulfil the requirements detailed in 1)-3). For example, what are the requred start and end times to set up to get a closing price for a select quote if the day of request is weekend or a national holiday? Do you have to manage a calendar on your side and ask only the required time period or simply ask for a period of one week and get the latest data from time series?
thanks for the help!
