Difference in Intraday Timestamp between rd.get_history vs ek.get_timeseries

HannaCP

Hi team,

Hanna here from the Specialist team - helpdesk.

A question in difference in timestamp for intraday interval between rdp, ek and lseg. There is a one hour difference. Now we know and see this difference in our Charts due to the difference in logic, as discussed in our Knowledge Article:

Why are the timestamps for intraday intervals in Charts different between Eikon and Workspace? (CHT) | MyAccount

I tested the codes and it seems that it follows the difference mentioned in the article above, can you confirm?

Sample codes below:

import refinitiv.dataplatform.eikon as ek
import datetime

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
ek.get_timeseries('EUR=', fields='Close', start_date='2025-06-12 05:00:00', end_date='2025-06-12 16:05:00', interval='hour')

and for rdp

import refinitiv.data as rd
rd.open_session()
df = rd.get_history(
universe='EUR=',
fields=['BID'],
start='2025-06-12T05:00:00Z',
end='2025-06-12T16:05:00Z',
interval='hourly')
df

LSEG one is in line with Eikon's timestamps if we use the endPeriod extended parameter and will match Refinitiv data when we use StartPeriod extended parameter, is my understanding correct?

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=["EUR="],

interval=Intervals.HOURLY,

start = '2025-06-12T05:00:00Z',

end = '2025-06-12T16:05:00Z',

fields=["BID"],

extended_params={"summaryTimestampLabel":"endPeriod"}

).get_data()

response.data.df

Jirapongse

@HannaCP

Thank you for reaching out to us.

Yes, you are correct. It relates to the summaryTimestampLabel parameter.

You can't change the value of the summaryTimestampLabel parameter when using the get_history method.