receiving multiple instruments in a single query in rdp

hello,

is there a way to get in a single query the data for multiple instruments for a single field? here is what I tried without success

df=rdp.get_historical_price_summaries(

universe = ['JPY1MP=','GBP1MP='],

interval = rdp.Intervals.MONTHLY,

fields = ['FCAST_DATE'],

start = '2000-02-01',

end = '2021-02-01')

Best Answer

  • Alex.Putkov12
    Answer ✓

    There isn't at the moment. Historical Pricing endpoint on RDP and get_historical_price_summaries method of RDP library support only one instrument per request.