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Hi,
I am using DataScope and would need to get the open price for various securities (equities, bonds etc).
Rather than extracting historic raw ticks around the time range when the exchange opens and retrieving the very first valid tick, is there a FID that would represent the open price for that security throughout the day? Or do I need to use a different report template other than historic raw ticks?
Any advice and sample code would be appreciate.
Thanks in advance.
TP
@3ea68ad4-ed61-470f-8598-5b20a01d18c7,
My answer assumes you are a DSS customer, and not a TRTH customer (both products use the same servers, which sometimes generates confusion).
These 2 tutorials use On Demand requests, but you can also use scheduled requests, by choosing the corresponding templates. DSS REST API Tutorial 10 describes this for an End of Day Pricing request, following that you can easily make a Time Series extraction request.
If per chance you are a TRTH customer, then you should look at field "Open" of the ElektronTimeseriesExtractionRequest, it delivers the Open Price for any date range. This is described in TRTH REST API Tutorial 7.
Does this help ?
Thanks Christiaan, I am indeed a DSS customer hence will follow the sample code for TimeSeriesExtractionRequest to get backdated open prices as you have advised.
TP
