Hello Friends,
I got an issue which needs your kind help to address.
To Keep in line the difference in timestamp from ld and ek library, I'm trying to summaryTimestampLabel parameter to retrieve FX hourly data, as referenced in this discussion.
However, when I'm using summaryTimestampLabel in historical_pricing , the results always contain some duplicated Timestamps lines for multiple RICs. Pls see a sample code and screenshot below.
My question is, why are there timestamp duplication (see screenshot below for 2025-03-06 01:00:00, there are three lines duplication)? and how can I resolve the timestamp duplication issue?
import refinitiv.data as rd
from refinitiv.data.content import historical_pricing
from refinitiv.data.content.historical_pricing import Intervals
import datetime
rd.open_session()
response = historical_pricing.summaries.Definition(
universe=["AUD=", "AUDON=","AUDTN=","AUDSN=","AUDSW="],
interval=Intervals.HOURLY,
start = '2025-03-06',
end = '2025-03-07',
fields=["BID"],
extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response.data.df
Thanks & Regards,
Dan
