How Can I Access Intraday Data of Gold Future Before 2023?
I am looking to download high-frequency gold futures data from before 2023, with a frequency of 5 minutes. I know that the Eikon API only supports downloading high-frequency data from the past year, which does not meet my needs. I have learned that the Tick History REST API might support my requirements, but I am unsure if I have access to it. How can I find out if I have access? Additionally, are there any other ways to meet my data requirements besides the Tick History REST API?
Best Answer
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Thank you for reaching out to us.
First, you need to have Tick History credentials. You can use the credentials to login to the DSS website at https://select.datascope.refinitiv.com/DataScope/. If you can login, you can download the Postman collection that demonstrates how to use Tick History REST API. You can also refer to the tutorials.
However, please contact your LSEG account team or sales team directly to discuss your requirements.
0
Answers
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Hi @zhaowanli, the new Eikon Data API (EDAPI) is called the RD Lib. for Python. Using it, I was able to get the below, is that not the kind of data you are after?
import refinitiv.data as rd
rd.open_session()
rd.get_history(
universe="GCc1",
fields='TRDPRC_1',
start='2020-06-01',
end='2020-12-01')0
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