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GoGoGroundhog avatar image
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Relating historic fields to build OHLC candles

Using the Eikon .NET API, it is dead simple to retrieve summarized historic bars for a given view (e.g. LAST_PRC_1, BID, ASK) (returned as DateTime / Open / High / Low / Close / Volume) for a specified interday or intraday period.

Using EDP, I understand that you have to build the bars yourself by joining the values from the correct open / high / low / close / volume fields?

To do this, one has to know *which* fields to retrieve and to join.

For example for an equity like ADSGn.DE it would be OPEN_PRC, HIGH_1, LOW_1, TRDPRC_1, ACVOL_UNS, and for a currency like EUR= this would be OPEN_BID, BID_HIGH_1, BID_LOW_1, BID, NUM_BIDS.

There are myriads of security types and combinations. In the EDP API, is there (or is there planned) a way to retrieve meta information for related fields for this purpose?


rdp-apirefinitiv-data-platformhistoricalfields
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Jirapongse avatar image
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@GoGoGroundhog

Currently, we don't have metadata in Historical Pricing API. However, I have contacted the development team to verify if there is any plan to provide metadata in the historical pricing API.

I will keep you updated.

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Jirapongse avatar image Jirapongse

I got the response from the development team that at this moment, we don’t provide the meta-information for related fields and we don’t have any plans for building the metadata API. However, in the future, if there are many clients required this meta info so we might raise to the product team in order to release the new API for it.

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