public static HistoricalDataRequest Create(ICollection<string> tickers, IList<string> fields, DateTime startDate, DateTime endDate, PeriodicitySelection periodicitySelection)
{
return new HistoricalDataRequest
{
Tickers = tickers,
Fields = fields,
StartDate = startDate,
EndDate = endDate,
PeriodicitySelection = periodicitySelection,
PeriodicityAdjustment = PeriodicityAdjustment.ACTUAL,
NonTradingDayFillOption = Responses.NonTradingDayFillOption.ACTIVE_DAYS_ONLY,
NonTradingDayFillMethod = Responses.NonTradingDayFillMethod.NIL_VALUE,
};
}
internal Request ToRequest(Service refDataService)
{
var request = refDataService.CreateRequest(OperationNames.HistoricalDataRequest);
foreach (var ticker in Tickers)
{
request.Append(ElementNames.Securities, ticker);
}
foreach (var field in Fields)
{
request.Append(ElementNames.Fields, field);
}
request.Set(ElementNames.StartDate, StartDate.ToString("yyyyMMdd"));
request.Set(ElementNames.EndDate, EndDate.ToString("yyyyMMdd"));
request.Set(ElementNames.PeriodicitySelection, PeriodicitySelection.ToString());
request.Set(ElementNames.PeriodicityAdjustment, PeriodicityAdjustment.ToString());
if (!string.IsNullOrEmpty(Currency))
{
request.Set(ElementNames.Currency, Currency);
}
if (OverrideOption.HasValue)
{
request.Set(ElementNames.OverrideOption, OverrideOption.Value.ToString());
}
if (PricingOption.HasValue)
{
request.Set(ElementNames.PricingOption, PricingOption.Value.ToString());
}
if (NonTradingDayFillOption.HasValue)
{
request.Set(ElementNames.NonTradingDayFillOption, NonTradingDayFillOption.Value.ToString());
}
if (NonTradingDayFillMethod.HasValue)
{
request.Set(ElementNames.NonTradingDayFillMethod, NonTradingDayFillMethod.Value.ToString());
}
if (MaxDataPoints.HasValue)
{
request.Set(ElementNames.MaxDataPoints, MaxDataPoints.Value);
}
if (ReturnEids.HasValue)
{
request.Set(ElementNames.ReturnEids, ReturnEids.Value);
}
if (ReturnRelativeDate.HasValue)
{
request.Set(ElementNames.ReturnRelativeDate, ReturnRelativeDate.Value);
}
if (AdjustmentNormal.HasValue)
{
request.Set(ElementNames.AdjustmentNormal, AdjustmentNormal.Value);
}
if (AdjustmentAbnormal.HasValue)
{
request.Set(ElementNames.AdjustmentAbnormal, AdjustmentAbnormal.Value);
}
if (AdjustmentSplit.HasValue)
{
request.Set(ElementNames.AdjustmentSplit, AdjustmentSplit.Value);
}
if (AdjustmentFollowDpdf.HasValue)
{
request.Set(ElementNames.AdjustmentFollowDPDF, AdjustmentFollowDpdf.Value);
}
if (CalendarCodeOverride.HasValue)
{
request.Set(ElementNames.CalendarCodeOverride, CalendarCodeOverride.Value);
}
if (Overrides != null)
{
foreach (var pair in Overrides)
{
var requestOverride = request[ElementNames.Overrides].AppendElement();
requestOverride.SetElement(ElementNames.FieldId, pair.Key);
requestOverride.SetElement(ElementNames.Value, pair.Value);
}
}
return(request);
}
public static HistoricalDataRequest Create(ICollection <string> tickers, IList <string> fields, DateTime startDate, DateTime endDate, PeriodicitySelection periodicitySelection)
{
return(new HistoricalDataRequest
{
Tickers = tickers,
Fields = fields,
StartDate = startDate,
EndDate = endDate,
PeriodicitySelection = periodicitySelection,
PeriodicityAdjustment = PeriodicityAdjustment.ACTUAL,
NonTradingDayFillOption = Responses.NonTradingDayFillOption.ACTIVE_DAYS_ONLY,
NonTradingDayFillMethod = Responses.NonTradingDayFillMethod.NIL_VALUE,
});
}
