Hi, I am having trouble visualising the way to deal with the TickHistoryRawExtractionRequest csv data. I am fine with the key value nature of the raw data, but it is more the understanding of how to deal with a identifier line, with the related key value lines underneath, e.g.:
#RIC,Domain,Date-Time,GMT Offset,Type,MsgClass/FID number,UpdateType/Action,FID Name,FID Value,FID Enum String,PE Code,Template Number,Key/Msg Sequence Number,Number of FIDs EUR=,Market Price,2017-09-29T12:00:00.262065741Z,+0,Raw,UPDATE,UNSPECIFIED,,,,213,,37182,4 ,,,,FID,999,,GEN_VAL4,1.181, ,,,,FID,1061,,GV1_TIME,12:00:00.000000000, ,,,,FID,8107,,BID_HOURLY,1.181, ,,,,FID,14208,,BID_HR_MS,12:00:00.175000000, EUR=,Market Price,2017-09-29T12:00:00.626077969Z,+0,Raw,UPDATE,UNSPECIFIED,,,,213,,37198,34 ,,,,FID,22,,BID,1.1812, ,,,,FID,393,,PRIMACT_1,1.1812, ,,,,FID,25,,ASK,1.1813, ,,,,FID,275,,SEC_ACT_1,1.1813, ,,,,FID,875,,VALUE_DT1,2017-09-29, ,,,,FID,1010,,VALUE_TS1,12:00:00.000000000, ,,,,FID,5,,TIMACT,12:00:00.000000000,
Does anyone have any code of how they handled this? Or just advice? Any language will be graciously received.