HistoricalPricing.Summaries.Definition
Summary
These methods are responsible for retrieving a HistoricalPricing.Summaries data.
Methods
Definition(universe: string, fields?: string[])
Allows you to create a short definition for the Historical Pricing content object.
Parameters:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| universe | No | - | string | A single instruments name (e.g. RIC name) |
| fiends | Yes | - | string [] | A list of additinal fields that will be returned in the response |
Returned value: a Definition object
Definition(params: HistoricalPricing.Summaries.Params)
Allows you to create a full definition for the Historical Pricing content object.
HistoricalPricing.Summaries.Params properties
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| universe | No | - | string | The entity universe e.g. RIC name |
| interval | Yes | - | enum | The consolidation interval in ISO8601. See InterdayInterval / IntradayInterval |
| start | Yes | - | string | The start date and timestamp of the query in ISO8601 with UTC only |
| end | Yes | - | string | The end date and timestamp of the query in ISO8601 with UTC only |
| adjustments | Yes | - | enum | The list of adjustment types. See Adjustment |
| count | Yes | - | number | The maximum number of data returned. Values range: 1 - 10000 |
| fields | Yes | - | string[] | The list of fields that will be returned in the response |
| sessions | Yes | - | SessionType[] | The list of market session classification |
| summaryTimestampLabel | Yes | - | enum | The pattern of timestamp label in the response. See TimestampLabel |
| extendedParams | Yes | - | {[key: string]: any} | Specifies the parameters that will be merged with the request |
Returned value: a Definition object
getData(session: Session)
Sends a request to the data platform to retrieve conversion results described by the Definition object.
Parameter:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| session | No | - | Session | Session instance |
Returned value: a ContentResponse
Example of usage:
const definition = HistoricalPricing.Summaries.Definition('IBM');
const interdaySummaries = await definition.getData(session);
const intradayDefinition = await HistoricalPricing.Summaries.Definition({
universe: 'IBM',
interval: HistoricalPricing.Summaries.IntradayInterval.SIXTY_MINUTES
});
const intradaySummaries = await intradayDefinition.getData(session);