LSEG Data Library for TypeScript

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HistoricalPricing.Metadata.Instrument.Definition object

This object creates the definition of information about particular instrument metadata that we want to retrieve.

Syntax

HistoricalPricing.Metadata.Instrument.Definition(params: HistoricalPricing.Metadata.Instrument.Params)

Parameters

Value Description Data type Optional Default value
params An object literal of type HistoricalPricing.Metadata.Instrument.Params object No -

HistoricalPricing.Metadata.Instrument.Params properties

Value Description Data type Optional Default value
name Single instrument name string No -
types List of metadata fields Types[] or string Yes -
version Metadata API version string Yes -
extendedParams Additional parameters to apply to the request object Yes -

Possible values for the types paramater are the following:

Types =
| 'Qualifiers'
| 'RuleReferenceData'
| 'TimeZone'
| 'TradingSessions'
| 'MarketRulesData'
| 'InstrumentInfo'

Returned value

ContentDefinition object.

Usage

The following example demonstrates how to create a historical pricing metadata instrument definition object to retrieve version v2 timezone and trading sessions metadata for MSFT.O instrument.

import { HistoricalPricing } from '@lsegroup/data';

const definition = HistoricalPricing.Summaries.Definition({
    name: 'MSFT.O',
    types: ['TimeZone', 'TradingSessions'],
    version: 'v2',
});

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