Data adjustments and corrections for TickHistoryIntradaySummariesExtractionRequest

Eva Barbara

Hello
when extraction open-high-low-close intraday aggregates from ELEKTRON I can apply
data adjustments and corrections using the options
"adjustments": "exchangeCorrection,manualCorrection,CCH,CRE,RPO,RTS"
Now I want to extract historic open-high-low-close intraday aggragtes from datascope select tick history using the endpoint "https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" with the "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest".
Is is possible to apply similar adjustments/corrections as for the Elektron data?
I appreciate your kind help.
Thanks,
Eva

zoya faberov

Hello @Eva Barbara,

I think you are referring to RDP python library get_historical_price_events method that accepts adjustments, for example:

rdp.get_historical_price_events(
    universe = 'AAPL.O', 
    start = datetime.timedelta(-1), 
    end = datetime.timedelta(0),
    adjustments = [
        rdp.Adjustments.EXCHANGE_CORRECTION,
        rdp.Adjustments.MANUAL_CORRECTION
    ]
)

Let me know if this is not what you are looking for?

Please refer to REST API Reference Tree -> Extractions -> ExtractRaw -> select TickHistoryIntradaySummariesExtractionRequest for the complete spec for this request, it does not include adjustments parameters.

The closest that I can see is REST API Reference Tree -> Extractions -> ExtractRaw -> PriceHistoryRequest with AdjustedPrices set to True. However, PriceHistory is part of Datascope Select product, it is not part of Tick History product. If this is exactly what you need, I would suggest to discuss the requirement with your Refinitiv account team.

If you are looking to identify the content that you require, the best approach is to work with a Refinitiv content expert for this specific content set, submit directly via Refinitiv Helpdesk Online -> Content -> RTH

Hope that this information helps