I have the bellow code but it does not work.
Do you have any idea why ?
If oRtHist Is Nothing Then Set oRtHist = CreateReutersObject("AdfinXRtLib.AdxRtHistory") With oRtHist .FlushData .ErrorMode = EXCEPTION .Source = "IDN" .itemName = "USONFFE0D=RR" .Mode = "START:" & Format(sttDt, "ddmmmyy") & _ " END:" & Format(endDt, "ddmmmyy") & _ " SORT:DES" & _ " ZERO:SKIP" & _ " NULL:SKIP" & _ " FRQ:D" .RequestHistory "NDA_RAW.Nda_date;NDA_RAW.Nda_latest_trade_yield" End With
The formula in Excel is the following:
Thanks a lot,
AdFinXRtLib is an API that has real-time data and some end of day historical data. Intra-day historical data is available in Eikon via RHistory. These are two different APIs though so you will not be able to use the arguments from RHistory Excel function to populate the arguments of AdxRtHistory VBA API.
You will find an RHistory API tutorial here. Plug the function arguments into that API and it should work.