how to get interval high low data for different securities or different start date and end date i...

...n one function call in python?

Say I have 3 securities and 3 sets of start date and end dates as follow,

2021-01-02 - 2021-03-06 for 0700.HK
2023-04-02- 2023-09-30 for 9988.HK
2022-07-02 - 2022-08-06 for 0005.HK

Is there a way to retrieve 3 rows of interval high low price for the input above using only a single function call in python?

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Accepted answers

m.bunkowski

Hi @thomas.ng,
You can try to fetch calculated data using data cloud function MAX and MIN. By default it is calculated on a daily interval.

rd.get_data(["0700.HK"],
            ["MAX(TR.PriceHigh(SDate=2021-01-02, EDate=2021-03-06))"])

and of course if there is a need to do it in one go you can go with:

rd.get_data(["0700.HK","9988.HK","0005.HK"],
            ["MAX(TR.PriceHigh(SDate=2021-01-02, EDate=2021-03-06))","MIN(TR.PriceLow(SDate=2021-01-02, EDate=2021-03-06))",
            "MAX(TR.PriceHigh(SDate=2023-04-02, EDate=2021-09-30))","MIN(TR.PriceLow(SDate=2023-04-02, EDate=2021-09-30))",
            "MAX(TR.PriceHigh(SDate=2022-07-02, EDate=2022-08-06))","MIN(TR.PriceLow(SDate=2022-07-02, EDate=2022-08-06))"])

All comments

h.aramyan02

Hi @thomas.ng ,

I am afraid there is no a direct way of making api call with multiple dates. However, one approach could be to make the request for all rics and use the earliest date (2021-01-02) as a start_date and latest date as an end date (2023-09-30) and then filter out the dates you are interested in per RIC.

Hope this helps.

Best regards,

Haykaz

m.bunkowski

Hi @thomas.ng,
You can try to fetch calculated data using data cloud function MAX and MIN. By default it is calculated on a daily interval.

rd.get_data(["0700.HK"],
            ["MAX(TR.PriceHigh(SDate=2021-01-02, EDate=2021-03-06))"])

and of course if there is a need to do it in one go you can go with:

rd.get_data(["0700.HK","9988.HK","0005.HK"],
            ["MAX(TR.PriceHigh(SDate=2021-01-02, EDate=2021-03-06))","MIN(TR.PriceLow(SDate=2021-01-02, EDate=2021-03-06))",
            "MAX(TR.PriceHigh(SDate=2023-04-02, EDate=2021-09-30))","MIN(TR.PriceLow(SDate=2023-04-02, EDate=2021-09-30))",
            "MAX(TR.PriceHigh(SDate=2022-07-02, EDate=2022-08-06))","MIN(TR.PriceLow(SDate=2022-07-02, EDate=2022-08-06))"])

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