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Accepted
25 9 4 9

Retrieving timestamped historical data for fields with Eikon Data API Rest request

We're using Eikon Data Api via direct rest requests, e.g. http://localhost:9060/api/v1/data. Refiinitiv Workspace (or Refinitiv Eikon) is running locally and acts as a proxy for these requests.

We're using the data endpoint to retrieve historical daily timeseries data. Here is an example request:

{
    "Entity": {
        "E": "DataGrid_StandardAsync",
        "W": {
            "requests": [
                {
                    "instruments": [
                        "/TFMBMc1"
                    ],
                    "fields": [
                        {
                            "name": "TR.MIDPRICE"
                        },
                        {
                            "name": "TR.PriceCloseDate"
                        }
                    ],
                    "parameters": {
                        "SDate": "0",
                        "EDate": "-9900",
                        "Frq": "D"
                    }
                }
            ]
        }
    }
}

The result we get back looks something like this:


{
    "responses": [
        {
            "columnHeadersCount": 1,
            "data": [
                [
                    "/TFMBMc1",
                    83.77,
                    ""
                ],
                [
                    "/TFMBMc1",
                    86.35,
                    ""
                ],
                ...
            ],
            "headerOrientation": "horizontal",
            "headers": [
                [
                    {
                        "displayName": "Instrument"
                    },
                    {
                        "displayName": "Mid Price",
                        "field": "TR.MIDPRICE"
                    },
                    {
                        "displayName": "Date",
                        "field": "TR.PRICECLOSEDATE"
                    }
                ]
            ],
            "rowHeadersCount": 1,
            "totalColumnsCount": 3,
            "totalRowsCount": 7070
        }
    ]
}                

The issue is that there is no data delivered (or rather an empty string) in the result points for the requested field "TR.PriceCloseDate". We are pretty sure that we got results back in the past for this field.

Can you advise us which is the correct field to request to get the respective timestamp for each TR.MIDPRICE data point?

Please note that TR.MIDPRICE is just an example field, our app leaves the user the choice to plot whatever field is available for a given RIC. In order to plot the values in a timeseries chart, we do need the accompanying date information for every field data point.

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1 Answer

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Accepted
611 2 1 2

Hi @GoGoGroundhog ,

You should try with TR.CLOSEPRICE.DATE field.

To get the date for TR.MIDPRICE, you can request TR.MIDPRICE.DATE


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