Events.Definition object
This object defines the request definition used to retrieve Historical pricing events data.
Syntax
Events.Definition()
Events.Definition(params string[] items)
Events.Definition(IEnumerable<string> items)
Parameters
| Value | Description | Optional | Default value |
|---|---|---|---|
| items | Single instrument, multiple instruments or list of instruments | No | - |
You can set one or more universes when calling the Definition() method.
Another way of specifying the universe is using the Universe() method in continuation of the Definition() method.
For a request to be valid, at least one universe is required.
EventsDefinition.RequestParams properties
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| Universe | The entity universe e.g. RIC name | string or string[] | No | - |
| Fields | List of fields to return | list | Yes | - |
| EventTypes | A list of event types to apply | string[] | Yes | - |
| StartDate | Start time for the events query | string | Yes | - |
| EndDate | End time for the events query | string | Yes | - |
| Adjustments | A list of adjustment types to apply | string[] | Yes | - |
| MaxCount | The maximum number of rows to return | number | Yes | - |
| Sessions | The list of market session classification | string[] | Yes | - |
| Qos | Quality of Service (#sections/content-layer/historical-pricing/qos-types.md) to apply | enum | Yes | - |
When QoS is not specified, the default is real-time data retrieval, unless the universe name contains a "/", indicating delayed QoS
Returned value
EventsDefinition object.
Usage
The following example demonstrates how to create a historical pricing events definition object for LSEG.L which retrieves the 20 most recent events.
using LSEG.Data.Content.HistoricalPricing;
var definition = Events.Definition('LSEG.L');
`
The following example demonstrates how to get the last 3 historical pricing data rows for VOD.L and truncate the data to retrieve only several specific fields:
var definition = Events.Definition().Universe("VOD.L")
.Count(3)
.Fields("DATE_TIME", "EVENT_TYPE", "BID", "ASK", "ASKSIZE");
var response = await definition.getData();
The following example demonstrates how to get the last five historical pricing data rows for VOD.L, specifying the event type and adjustment type
var definition = Events.Definition("VOD.L")
.EventTypes(Events.EventType.trade)
.Adjustments(Events.Adjustments.exchangeCorrection)
.GetData();
var response = await definition.getData();