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AndreaErica.Simbolas avatar image
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Not Receiving Data using Eikon Data API for Futures

We are not receiving data using API. Kindly assist. We have seen values before. Futures does not get us data. SPY works fine.

Sample RIC: <VXc1>

Sample Code:

var eikon = EikonDataAPI.Eikon.CreateDataAPI();
eikon.SetAppKey("<app key>");

List<string> fields = new List<string> {
"TR.SettlementPrice","TR.SettlementPrice.Date"

};

var parameters = new Dictionary<string, string>()
{
{"SDate", fromDate.ToString("yyyy-MM-dd")}, {"EDate", toDate.ToString("yyyy-MM-dd")},
{"Frq", "D"}, {"CH", "Fd"}
};

ry
{
data = eikon.GetData(items, fields, parameters);
break;
}
catch (Exception ex)
{
System.Console.WriteLine("Attempt " + i);
ErrorLogger.Error(ex);

}

for (int i = 0; i < data.RowCount; i++)
{

String instrument = String.Empty;
try
{
var series = data.Rows[i];
instrument = series["Instrument"].ToString();
var asofDate = Convert.ToDateTime(series["Date"].ToString());
var settlePrice = Convert.ToDouble(series["Settlement Price"]);
settlePriceDictionary[instrument + asofDate.ToString("MM/dd/yyyy")] = settlePrice;

}
catch (Exception ex)
{
System.Console.WriteLine("Cannot get settlement price for "
+ instrument + " : " + ex.Message);
}
}


Thank you!

eikoneikon-data-apirefinitiv-dataplatform-eikonworkspaceworkspace-data-api
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Jirapongse avatar image   Jirapongse

@AndreaErica.Simbolas

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

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

wasin.w avatar image   wasin.w

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

Thanks,


AHS

1 Answer

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Jirapongse avatar image
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@AndreaErica.Simbolas

I can get the data properly with the code below.

List<string> instruments = new List<string> {
   "VXc1"
};

List<string> fields = new List<string> {
"TR.SettlementPrice","TR.SettlementPrice.Date"
};

var parameters = new Dictionary<string, string>()
{
{"SDate", "2021-09-01"}, {"EDate", "2021-09-20"},
{"Frq", "D"}, {"CH", "Fd"}
};
var data = eikon.GetData(instruments, fields, parameters);
data

The output is edapi.png

You may need to enable logging in the API to verify the problem. 

using Microsoft.Extensions.Logging;
...
eikon.GetLoggerFactory().AddConsole(LogLevel.Debug);



edapi.png (29.3 KiB)
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