how to retrieve the "as of date and timestamp" from historical pricing ?

thomas.ng · 2024-12-13T03:44:58+00:00

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I am able to retrieve the snap price using the function below but it doesn't tell me the "as of date and timestamp " of the snap price. How can i retrieve this information?

response = await asyncio.gather(*[historical_pricing.events.Definition(universe=row['iv_idx'], fields=["TRDPRC_1"],start=row['datetimeSentGMT_str'], count = 1).get_data_async(closure = str(idx)) for idx, row in df.iterrows()])

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Jirapongse

@thomas.ng

Thank you for reaching out to us.

I found the Timestamp column in the response.

Please explain more about the issue and share the full runnable code. Therefore, we can test it.

thomas.ng

the timestamp is always the latest GMT time in my case. For example i want to query the snap price of .VHSI as of 2024-01-01 23:55:04 (GMT time). The timestamp returned is always the current datetime.

Jirapongse

@thomas.ng

The data depth of the historical pricing events API is 90 days.

response = historical_pricing.events.Definition(
    universe = ".VHSI",
    fields=["TRDPRC_1"],
    start="2024-01-01T23:55:04", 
    count = 1,
    extended_params={"pinStart":True}).get_data()
response.data.df

thomas.ng

is there documentation of these additional parameters i.e. extended_params ?

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