Refinitiv Data Platform Library for TypeScript

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

None.