How can I download price history data in 5 minutes intervals for several stocks for more than 1 year

lifeplsbenice2me

I’m currently looking for a list of US companies along with their stock prices at 5-minute intervals from 2012 to 2025 — for example, at 09:30, 09:35, 09:40, …, 15:55, and 16:00. May I know how can I download them? FYI, I am mainly using LSEG workspace and excel add-ons. Thank you!

Jirapongse

@lifeplsbenice2me

Thank you for reaching out to us.

The Intraday time series database of the historical pricing API only stores up to 1 year of history. The Commodities Curves database could store more than 1 year of history.

To get 5-minute intervals historical data older than one year, you need to use LSEG Tick History.

You can contact your LSEG account team or sales team directly for more information and request a free trial.

lifeplsbenice2me

https://community.developers.refinitiv.com/discussion/comment/127446#Comment_127446

Hi Jirapongse,

Thank you for your reply.

I wanted to ask whether there is a way to retrieve 5-minute interval stock price data for a specific list of companies and selected dates — rather than retrieving an entire year’s worth of tick history.

For example, I am only interested in the 5-minute interval prices for A.N. on 17 February 2012 and 15 May 2012. I have a list of companies and a number of specific dates, but I do not need continuous data for the whole year.

Is there a way to extract such targeted historical intraday data efficiently?

Thank you very much for your help.

Jirapongse

@lifeplsbenice2me

Yes, you can use the Tick History REST API to extract the TickHistoryIntradaySummaries data by specifying a list or items and a date and time range.

For more information, please refer to the following Tick History REST API tutorial.

https://developers.lseg.com/en/api-catalog/refinitiv-tick-history/refinitiv-tick-history-rth-rest-api/tutorials#rest-api-tutorial-6--on-demand-intraday-bars-extraction

lifeplsbenice2me

https://community.developers.refinitiv.com/discussion/comment/127516#Comment_127516

Hi Jirapongse,

I just wanted to double-check: is it possible to retrieve the 5-minute interval stock price data for specific companies and dates directly via the Excel add-in?

Also, regarding the Tick History REST API — do I need to submit a separate request to access LSEG Tick History, or is there an alternative method that does not require going through the Tick History access process?

I’d really appreciate any clarification you can provide.

Jirapongse

You can use the Formula Builder tool in the LSEG Workspace Excel to generate the formula to retrieve the data.

For more information regarding the Excel add-in, please contact the helpdesk team directly via LSEG Support.

Regarding the Tick History REST API, you can contact your LSEG account team or sales team directly for more information and request a free trial.