Unable to pull intra-day bid/ask price historical data at 1min frequency

rajareddy

The following code returns bid/ask price data at daily frequency despite mentioning 'minute' in the interval option. Could anyone please help in resolving this?

Code:

import refinitiv.data as rd
import datetime

start_date = datetime.datetime(2005, 1, 1)
end_date = datetime.datetime(2005, 3, 2)

rd.open_session()
df = rd.get_history(
universe = ['HDBK.BO'],
fields = [
'TR.BIDPRICE',
'TR.ASKPRICE'
],
start = start_date,
end = end_date,
interval = '1min'
)

display(df)

Jirapongse

@rajareddy

Thank you for reaching out to us.

As far as I know, the TR fields can't provide intraday historical data. You need to request for real-time fields.

df = ld.get_history(
    universe = ['HDBK.BO'],   
    start = "2024-01-01",
    end = "2024-03-02",
    interval = '1min'    )

display(df)

However, it only provides the 1min intraday historial data of these fields.

Moreover, the Intraday time series database only stores up to 1 year of history.