If there is available SummaryInterval = 30 minutes aggregation in tick history intraday api?

ostalcev
ostalcev Newcomer
in TRTH

If there is available SummaryInterval = 30 minutes aggregation in tick history intraday api?

I found a thread from 2017 year https://community.developers.refinitiv.com/questions/20853/is-there-an-interval-type-30-minutes-for-python-ap.html

It's said we have to aggregate 1-minute data on client side.


May be there's some changes since 2017 and then the "30 minutes" option is available for using?

Thanks in advance




Tagged:

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @ostalcev

    I think you are using Tick History API with the TickHistoryIntradaySummariesExtractionRequest.

    Referring to the REST API Reference Tree, TickHistoryIntradaySummariesExtractionRequest still doesn't support a 30-minutes interval.

    1635828381635.png

    <EnumType Name="TickHistorySummaryInterval">
    <Member Name="OneSecond" Value="0"/>
    <Member Name="FiveSeconds" Value="1"/>
    <Member Name="OneMinute" Value="2"/>
    <Member Name="FiveMinutes" Value="3"/>
    <Member Name="TenMinutes" Value="4"/>
    <Member Name="FifteenMinutes" Value="5"/>
    <Member Name="OneHour" Value="6"/>
    </EnumType>

    You can send feedback to the product team via MyRefinitiv to ask for the support of a 30-minutes interval in TickHistoryIntradaySummariesExtractionRequest.

Answers

Categories