getData
Sends a request to the Refinitiv Data Platform to retrieve the historical pricing data described by the HistoricalPricing.Events.Definition object.
Syntax
definition.getData(session?: Session)
Parameters
Value | Description | Data type | Optional | Default value |
---|---|---|---|---|
session | Session object. If it's not passed the default session will be used. | Session | Yes | - |
Returned value
ContentResponse object.
Usage
The following example demonstrates how to get the last five historical pricing data rows for LSEG.L:
const definition = HistoricalPricing.Events.Definition({
universe: 'LSEG.L',
count: 5,
});
const response = await definition.getData();
console.log(response.data.table);
Response
EVENT_TYPE | RTL | SEQNUM | TRDXID_1 | TRDPRC_1 | TRDVOL_1 | VWAP | BID | BIDSIZE | ASK | ASKSIZE | PRCTCK_1 | YIELD | PCTCHNG | BKGD_REF | TRADE_ID | TRD_P_CCY | TRD_STATUS | HALT_RSN | TRNOVR_UNS | NETCHNG_1 | MMT_CLASS | TR_TRD_FLG | ACVOL_UNS | OPEN_PRC | HIGH_1 | LOW_1 | MID_PRICE | IMB_SH | IMB_SIDE | QUALIFIERS | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022-06-06 10:28:57.004000 | quote | 58816 | 2424538 | N/A | N/A | N/A | N/A | 7270 | 106 | 7274 | 310 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7272 | N/A | N/A | [BID_TONE] |
2022-06-06 10:28:57.004000 | quote | 58848 | 2424540 | N/A | N/A | N/A | N/A | 7270 | 156 | 7274 | 260 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7272 | N/A | N/A | [ASK_TONE] |
2022-06-06 10:28:57.004000 | quote | 58864 | 2424541 | N/A | N/A | N/A | N/A | 7270 | 201 | 7274 | 260 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7272 | N/A | N/A | [BID_TONE] |
2022-06-06 10:28:57.004000 | quote | 58880 | 2424542 | N/A | N/A | N/A | N/A | 7270 | 201 | 7274 | 241 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7272 | N/A | N/A | [ASK_TONE] |
2022-06-06 10:28:57.004000 | quote | 58832 | 2424539 | N/A | N/A | N/A | N/A | 7270 | 156 | 7274 | 310 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7272 | N/A | N/A | [BID_TONE] |
The following example demonstrates how to get the last five historical pricing data rows for GPB, specifying the start time, end time and corrections parameters:
const definition = HistoricalPricing.Events.Definition({
universe: 'GBP=',
count: 5,
start: '2022-06-06T00:00:00.018000000Z',
end: '2022-07-06T00:00:00.018000000Z',
adjustments: ['exchangeCorrection', 'manualCorrection'],
});
const response = await definition.getData();
console.log(response.data.table);
Response
EVENT_TYPE | RTL | BID | ASK | MID_PRICE | DSPLY_NAME | SRC_REF1 | DLG_CODE1 | CTBTR_1 | CTB_LOC1 | QUALIFIERS | |
---|---|---|---|---|---|---|---|---|---|---|---|
2022-06-06 11:13:41.758000 | quote | 20750 | 1.2555 | 1.2559 | 1.2557 | N/A | SAHK | SAHK | SANTANDER | HKG | N/A |
2022-06-06 11:13:42.275000 | quote | 20814 | 1.2554 | 1.2558 | 1.2556 | N/A | BCFX | N/A | BARCLAYS | LON | N/A |
2022-06-06 11:13:42.539000 | quote | 20878 | 1.2552 | 1.2559 | 1.25555 | N/A | N/A | N/A | SEB | STO | N/A |
2022-06-06 11:13:43.307000 | quote | 20942 | 1.2554 | 1.2558 | 1.2556 | N/A | BCFX | N/A | BARCLAYS | LON | N/A |
2022-06-06 11:13:44.268000 | quote | 21006 | 1.2554 | 1.2558 | 1.2556 | N/A | BCFX | N/A | BARCLAYS | LON | N/A |
Related links
None.