RD API Intraday Historical Prices

navtej.riyait

I am using historical_pricing.summaries.Definition RD API function and am trying to get intra-day prices at one minute intervals for a specific date. What should I set for the start and end dates ?

response = historical_pricing.summaries.Definition(

rics_list,

start=start_date_ts,

end=end_date_ts,

fields = fields_list,

interval= historical_pricing.Intervals.ONE_MINUTE).get_data()

resp = response.data.df

jason.ramchandani01

@navtej.riyait Pls try this:

rics_list = ['VOD.L','RR.L']
start_date_ts = '01-05-2024'
end_date_ts = '04-05-2024'
fields_list = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1']
response = historical_pricing.summaries.Definition(rics_list,
                                                   start=start_date_ts,
                                                   end=end_date_ts,
                                                   fields = fields_list,
                                                   interval= historical_pricing.Intervals.ONE_MINUTE).get_data()

response.data.df

Is this what you mean? I hope this can help.

navtej.riyait

https://community.developers.refinitiv.com/discussion/comment/117305#Comment_117305

If I want prices just for one date (daily rates or intraday rates) then what start and end dates do I set. When I set these two date the same I don't get any prices.

[Deleted User]

https://community.developers.refinitiv.com/discussion/comment/117513#Comment_117513

Hi @navtej.riyait, in that case, you might want to specify the time of day in the `start` and `end` arguments, e.g.:

rics_list = ['VOD.L','RR.L']
start_date_ts = '2024-05-01T01:00:00' # GMT time
end_date_ts = '2024-05-01T23:00:00' # GMT time
fields_list = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1']
response = rd.content.historical_pricing.summaries.Definition(
    rics_list,
    start=start_date_ts,
    end=end_date_ts,
    fields = fields_list,
    interval= rd.content.historical_pricing.Intervals.ONE_MINUTE).get_data()

response.data.df

navtej.riyait

https://community.developers.refinitiv.com/discussion/comment/117516#Comment_117516

What would be the start/end dates for daily prices ?

[Deleted User]

https://community.developers.refinitiv.com/discussion/comment/117523#Comment_117523

Hi @navtej.riyait, you can start with the day prior to the date you are aiming for to collect such data, e.g.:

rics_list = ['VOD.L','RR.L']
start_date_ts = '2024-05-01' # GMT time
end_date_ts = '2024-05-02'
fields_list = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1']
response = rd.content.historical_pricing.summaries.Definition(
    rics_list,
    start=start_date_ts,
    end=end_date_ts,
    fields = fields_list,
    interval= rd.content.historical_pricing.Intervals.DAILY).get_data()
 
response.data.df

Do let me know if I understood your question correctly.