HistoricalPricing.Summaries.Definition object

This object defines the request definition used to retrieve particular historical pricing summaries data.

Syntax

HistoricalPricing.Summaries.Definition(params string[] items)

HistoricalPricing.Summaries.Definition(IEnumearable<string> items)

HistoricalPricing.Summaries.Definition()

Parameters

Returned value

SummariesDefinition object.

Usage

The following examples demonstrates how to create a historical pricing summaries definition object for LSEG.L and retrieve data.

using LSEG.Data.Content.HistoricalPricing;

var definition = Summaries.Definition("LSEG.L");

var summariesData = definition.GetData();

The universe can be specified using either the Definition() method or the Universe() method.
For a request to be valid it specify at least one valid universe.

The following example creates a summaries definition with several details.

A summary interday interval of 1 Day (Summaries.Interval.P1D) means that the definition will retrieve daily bars.

Another detail is the Quality of Service (QoS) that is explicitly specified as "delayed".
This means that we are requesting delayed data for the instrument defined in the Universe() method.
If no QoS is defined, the definition will attempt to retrieve real-time data.
If the user has no permissions to retrieve real time data, it will retrieve delayed data.

The Fields() method can be used to specify which fields should be retrieved.
If no fields are defined, then all the available fields of the instrument will be retrieved.

The Count() method can be used to specify the maximum number of rows.

using LSEG.Data.Content.HistoricalPricing;

var response = Summaries.Definition()
                        .Universe("AAPL.O")
                        .Interval(Summaries.Interval.P1D)
                        .Qos(HistoricalPricing.Qos.delayed)
                        .Fields("DATE", "HIGH_1", "LOW_1")
                        .Count(1000)
                        .GetData();

The example below shows how to retrieve data by specifying the interday interval of 1 Month.
We can also mention a desired time interval using the Start() and End() methods.

using LSEG.Data.Content.HistoricalPricing;

var response = Summaries.Definition("VOD.L")
                        .Interval(Summaries.Interval.P1M) // Interday - 1 Month 
                        .Fields("TRDPRC_1", "LOW_1", "HIGH_1")
                        .Start(new DateTime(2022, 1, 1, 0, 0, 0, DateTimeKind.Utc))
                        .End("2022-01-10")
                        .GetData();

Summaries Intervals

The list of intervals for interday and intraday for Summaries.Interval

Related Links

• Adjustments
• Market sessions