Refintiv Historical Data API. How do you get exchange information?

Jwan622

https://cdn.refinitiv.com/public/rd-lib-python-doc/1.0.0.0/book/en/sections/content-layer/historical-pricing/historical-pricing-adjusments.html

I want to get exchange information for time and sales data. How do I do this using the python code for historical_pricing?

This is my python code:

    response = historical_pricing.events.Definition(
        universe=rics,
        start=start_datetime,
        end=end_datetime
    ).get_data()

Is there a way to get time and sales data WITH exchange information?

Jirapongse

@Jwan622

Thank you for reaching out to us. The historical_pricing.events.Definition supports the following parameters.

 |  Parameters

 |  ----------

 |  universe : str or list of str

 |      Single instrument or list of instruments.

 |  eventTypes : list of EventTypes or EventTypes or str, optional

 |      Single market event or list of events.

 |  start : str or date or datetime or timedelta, optional

 |      Start time for the events query.

 |  end : str or date or datetime or timedelta, optional

 |      End time for the events query.

 |  adjustments : list of Adjustments or Adjustments or str, optional

 |      Single adjustment type or list of adjustment types to apply CORAX (Corporate Actions) events or

 |      exchange/manual corrections to the historical time series data.

 |  count : int, optional

 |      The maximum number of rows to return.

 |  fields : list, optional

 |      List of fields to return.

 |  extended_params : dict, optional

 |      Additional parameters to apply to the request.

Please clarify what you mean by 'exchange information.'