How to use Python to get a stock's 5-minute K-line history from the Ekion API?

yuyang

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Accepted answers

chavalit-jintamalit

Hi @yuyang

Please try this code:

#pip install refinitiv.dataplatform
import refinitiv.dataplatform as rdp
rdp.open_desktop_session('xxxxxxxxxxxxxx')
df = rdp.get_historical_price_summaries(
         universe = 'TSLA.O',
         interval = rdp.Intervals.FIVE_MINUTES,
         start = '2021-02-20',
         end = '2021-02-21'     )
df

All comments

chavalit-jintamalit

Hi @yuyang

Please try this code:

#pip install refinitiv.dataplatform
import refinitiv.dataplatform as rdp
rdp.open_desktop_session('xxxxxxxxxxxxxx')
df = rdp.get_historical_price_summaries(
         universe = 'TSLA.O',
         interval = rdp.Intervals.FIVE_MINUTES,
         start = '2021-02-20',
         end = '2021-02-21'     )
df

yuyang

Thank you for your reply, but all our codes are based on Eikon (Import Eikon as EK), your method needs to install a new package, I would like to know whether Eikon's method can get 5 minutes of historical data?

yuyang

I use the method you provided (Ek.get_TimesSeries ()) to get the TSLA time-sharing data of a certain day, such as the historical time-sharing data of 2021-02-18. The data returned is from 0:00 to 01:00 and from 9:01 to 23:59 on the 18th. How can these data be distinguished between pre-market data, intra-market data and post-market data during that period?

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