HistoricalPricing.TimeSeries.Definition object
Note Time series data can only be retrieved using a Session.Desktop or a Session.Container.
This object defines the Historical Pricing events or summaries to be retrieved as time series streams for a particular time frame defined by the parameters provided to the definition.
Syntax
HistoricalPricing.TimeSeries.Definition(type: HistoricalPricing.TimeSeries.TimeSeriesType, universe: string)HistoricalPricing.TimeSeries.Definition(params: string | HistoricalPricing.TimeSeries.Params, type: HistoricalPricing.TimeSeries.TimeSeriesType)
Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| params | An object literal of type HistoricalPricing.TimeSeries.Params | object or string | No | - |
| type | A string literal time series type | string | No | - |
| universe | The universe for the historical pricing time series stream | string | No | - |
HistoricalPricing.TimeSeries.Params properties:
Params = EventParams | SummaryParams;
HistoricalPricing.TimeSeries.EventParams properties:
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| universe | The entity universe e.g. RIC name | string | No | - |
| symbol | string | Yes | - | |
| qos | 'delayed' | 'realtime' | Yes | |
| internalState | any | Yes | - | |
| fields | List of fields to return | string[] | Yes | - |
| eventTypes | A list of event types to apply | EventType[] | Yes | - |
| start | Start time for the events query | string | Yes | - |
| end | End time for the events query | string | Yes | - |
| adjustments | A list of adjustment types to apply | Adjustment[] | Yes | - |
| count | The maximum number of rows to return | number | Yes | - |
| sessions | The list of market session classification | SessionType[] | Yes | - |
| extendedParams | Additional parameters to apply to the request | object | Yes | - |
HistoricalPricing.TimeSeries.SummaryParams properties:
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| universe | The entity universe e.g. RIC name | string | No | - |
| symbol | string | Yes | - | |
| qos | 'delayed' | 'realtime' | Yes | |
| internalState | any | Yes | - | |
| fields | List of fields to return | string[] | Yes | - |
| start | Start time for the events query | string | Yes | - |
| end | End time for the events query | string | Yes | - |
| interval | The consolidation interval in ISO8601 | InterdayInterval or IntradayInterval | Yes | - |
| summaryTimestampLabel | A list of timestamp label types to apply | string | Yes | - |
| adjustments | A list of adjustment types to apply | Adjustment[] | Yes | - |
| count | The maximum number of rows to return | number | Yes | - |
| sessions | The list of market session classification | SessionType[] | Yes | - |
| extendedParams | Additional parameters to apply to the request | object | Yes | - |
Returned value
ContentDefinition object.
Usage
The following example demonstrates how to create a historical pricing time series definition object for VOD.L to create a stream for Summaries information.
import { HistoricalPricing } from '@lsegroup/data';
const definition = HistoricalPricing.TimeSeries.Definition(
'Summaries',
{
universe: 'VOD.L',
interval: HistoricalPricingType.InterdayInterval.DAILY,
}
);