question

Upvotes
Accepted
dinesh-kumar.gunupati-venkata avatar image
1 ●0 ●0 ●2

unable to retrieve historical data for ric code GBRPIN=ECI from java api

I downloaded the SFC java edition (jsfc3.5.6.L1.all.rrg.zip). I have setup the examples in my eclipse.

I ran this example TimeSeriesDump inside the package com.reuters.sfc.examples.timeSeriesDump.

For most of the RIC codes, it is able to display the data, but when I pass the RIC GBRPIN=ECI, it give me the below output

DATE CLS

2020.01.31 No data available before this point (chronologically)

But when I use the excel plugin and use the formula =RHistory("GBRPIN=ECI","","INTERVAL:1MO",,"CH:Fd",I16), it is able to retrieve the data,

appreciate, if you could provide some pointers on how exactly to retrieve the historical data for this RIC from java, would be really helpful.

treprfarfa-apijava
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

3 Answers

Upvotes
Accepted
Alex Putkov.1 avatar image
39.2k ●75 ●11 ●27

SFC does not retrieve timeseries from the same source as RHistory function in Eikon Excel. SFC retrieves timeseries from the legacy source known as TS1, which is slated for shutdown. At this point in time I would not recommend retrieving timeseries using SFC.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
umer.nalla avatar image
20.3k ●73 ●10 ●20

Hi @dinesh-kumar.gunupati-venkata

If your other RIC codes are working for the same ranges etc, and only this RIC or a few other RICS are not working - then it is unlikely to be a SFC Java API issue - more likely to be a Data / Content issue.

I recommend you contact our Content team and confirm historical data is available for this RIC.

Also, if this is a new development project, is there a reason you are using JSFC - which is a very old API?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
dinesh-kumar.gunupati-venkata avatar image
1 ●0 ●0 ●2

Thanks very much Alex and Umer.

May I know what is the recommended approach to retrieve historical data through Java API.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Alex Putkov.1 avatar image Alex Putkov.1

For timeseries of historical market data I would recommend using Datascope or Thomson Reuters Tick History products depending on your exact data requirements. You can find out if these products are already available to you by contacting Market Data department at your company. Alternatively you can speak with your Thomson Reuters account manager. API documentation for these products is available on this portal.

Click below to post an Idea Post Idea