RHistory high low for intraday to a specific time

Using RHistory, I can pull intraday timeseries up to a specific time.

For example, for Spot Fx, I can retrieve all ticks for the current day up to 09:17.

Is there a syntax that allows me to request the high and low of the timeseries?

Or do I need to retrieve the whole series, and then do the calculation of high & low?

For example, I want to know the highest bid and lowest bid for INR= up to 09:17 today.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @peter.vonbredow

    You need to contact the Eikon support team via MyRefinitiv to verify if we have any formulas that can be used to request the high and low of the timeseries up to the specific time. If it is available, it may be able to apply to the API call.