about start / end parameters

sgs · 2024-12-10T02:48:09+00:00

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I have a question regarding parameters. I found the start param is inclusive and the end param is exlusive on this forum, but I am unable to retrieve the data a s expected.

df=get_history(universe= "MCU0", fields= ["OPEN_PRC","HIGH_1","LOW_1","TRDPRC_1","CASH_SETL"],start='2024/12/6',end='2024/12/10')

[out]
MCU0 OPEN_PRC HIGH_1 LOW_1 TRDPRC_1 CASH_SETL
Date2024-12-09 9110 9103.5 9103.5 9118.98 9104

I'd like to retrieve the data for 2024/12/06. Is the start param exclusive?
Does it vary depending on the method?

Thank you in advance

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Accepted answers

aramyan.h

Hi @sgs ,

It seems whether the start is inclusive or exclusive depends on the fields you are using. If you are using the Pricing fields (which I would advice you to keep using for such an request), such as ["OPEN_PRC","HIGH_1","LOW_1","TRDPRC_1","CASH_SETL"], the start is exclusive. The start looks inclusive for our TR fields, such as ["TR.ClosePrice", "TR.HighPrice"].

df=ld.get_history(universe= "MCU0", fields= ["TR.ClosePrice", "TR.HighPrice"],start='2024-12-6',end='2024/12/10')

Hope this helps.

Best regards,

Haykaz

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