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, }); }