how to set Summary Interval while extracting data?

Urszula.Stawowczyk

I have got a script in R to extract data from Reuters. I would like to extend/change it to set Summary Interval to 1 minute? Could please anyone advise how to do this? Thank you

Christiaan Meihsl

Urszula.Stawowczyk,

I suggest you look at the Tick History REST tutorial 6, it explains the API calls and workflow to retrieve intervalized (bar) data from Tick History (and yes, it is possible to retrieve 1 minute interval bars). Using this knowledge, you should be able to modify your R script to run this request and retrieve the data.

You might also be interested in the Tick History in R language series of articles. The 3rd article describes an On Demand request, which corresponds to the workflow described in the tutorial I mentioned above.

Urszula.Stawowczyk

@Christiaan Meihsl Thank you very much, very useful tutorials, I modified my R script and it is working now:)

Christiaan Meihsl

https://community.developers.refinitiv.com/discussion/comment/55473#Comment_55473

Urszula.Stawowczyk, thank you for letting me know :-)