We are not able to extract EOD data for few expired contracts as per the defined start & end dates using C# .NET DSS API. And we are successfully able to extract data from Reuters DSS (User interfaces) for the same expired contract. I have checked the Developer forum but didn't get any positive response.
Below expired contracts are
1. Brent 2019
2. GasOil - 2017, 2018, 2019
3. KCBTWheat - 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019
4. CBOTWheat - 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019
Sample Code
public void PullDailyData()
{
var start = new DateTimeOffset(2017, 3, 30, 0, 0, 0, TimeSpan.FromHours(0));
var end = new DateTimeOffset(2019, 2, 28, 23, 59, 59, TimeSpan.FromHours(0));
ElektronTimeseriesExtractionRequest dailyCandle = new ElektronTimeseriesExtractionRequest
{
IdentifierList = new InstrumentIdentifierList()
{
InstrumentIdentifiers = new[] {
new InstrumentIdentifier{ Identifier= "LCOJ9", IdentifierType=IdentifierType.Ric}
}
},
Condition = new ElektronTimeseriesCondition
{
ReportDateRangeType = ReportDateRangeType.Range,
QueryStartDate = start,
QueryEndDate = end
},
ContentFieldNames = new[] { "Settlement Price", "Trade Date" }
};
var extractionResult = client.context.ExtractWithNotes(dailyCandle);
var extractRows = extractionResult.Contents;
if (extractRows.Any() && extractRows.Count > 1)
{
foreach (var row in extractRows)
{
Console.WriteLine($"{row.Identifier}, {row.DynamicProperties["Settlement Price"]},{row.DynamicProperties["Trade Date"]}");
}
}
}