Hi,
I want to get the last FID value for some specific FID for each day. At the moment I request the whole day and then filter. Is there a better way ?
Thanks
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FID values are only available in a TickHistoryRawExtractionRequest.
I have just checked the accepted ReportDateRangeType for this extraction, only Range, Relative, and DaysAgo are accepted. These all boil down to a range of data, so it seems that it is not possible to request only the last value.
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You can use the ElektronTimeseriesExtractionRequest which provides historical Elektron end of day prices.
For more information, please refer to the REST API Tutorial 7: On Demand End of Day extraction tutorial.
