I'm making a TickHistoryTimeAndSalesExtractionRequest request. I get values back for everything except the currencies are missing. I need theses in the message so I can scale from GBp to GBP,etc.
I get back rows with 8 values (RIC, Date,Time,etc....Price,Volume,Trade Price Currency)
Currency is always empty. How can I update my request to receive the currency. I got "Trade - Trade Price Currency" from the available fields list. Is there a different field I should be looking at?
string[] _fieldNames = { "Trade - Price", "Trade - Volume", "Trade - Trade Price Currency" }; var request = return new TickHistoryTimeAndSalesExtractionRequest { Condition = new TickHistoryTimeAndSalesCondition { ReportDateRangeType = ReportDateRangeType.Range, QueryStartDate = startDateUtc, QueryEndDate = endDateUtc, ApplyCorrectionsAndCancellations = false, ExtractBy = TickHistoryExtractByMode.Ric, MessageTimeStampIn = TickHistoryTimeOptions.GmtUtc, SortBy = TickHistorySort.SingleByRic, DisplaySourceRIC = false }, ContentFieldNames = _fieldNames, IdentifierList = instrumentIdentifierList }; var result = extractionsContext.ExtractRaw(request);