price history request minutes level

basilio.konstantin.kalus

I am looking for a way to request price history data in Python locally (not in the refinitiv codebook environment) on a minutes level to get Close, Open, Low, High, Volume, Bid, Ask for a given stock ticker . If I request the data manually in Refinitiv the output looks as follows:

Now, I want to get the same automatically using python. I have used

get_timeseries and get_data

function but was not successfull in getting to the exact same output.

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Accepted answers

umer.nalla

hi @basilio.konstantin.kalus

That error does look odd - as the os.environ line is pointing it to a Configuration folder several folders upstream from the location of your notebook - so not sure why it is looking in your users Eikon folder.

One thing to try is to comment out the os.environ line i.e.

import os
# os.environ["RD_LIB_CONFIG_PATH"] = "../../../Configuration"

import refinitiv.data as rd
from refinitiv.data.content import historical_pricing
rd.open_session()

This will rely on the default behaviour and try and use a default app-key for a desktop connection. It will mean you cant enable logging etc for now - but at least we can get past this point for now and let you try out the code.

All comments

Jirapongse

@basilio.konstantin.kalus

You can use the get_timeseries method to retrieve minute intervals of historical data.

df = ek.get_timeseries(['ADSGn.DE'], interval="minute")

However, the output contains only the HIGH, LOW, OPEN, CLOSE, COUNT, and VOLUME fields.

You can run help(ek.get_timeseries) to see all parameters of the get_timeseries method.

To get other fields, you can use the Refinitiv Data Library for Python. The examples are available on GitHub.

First, configure the Refntiiv Data Library (refinitiv-data.config.json) to use the Desktop session.

 "sessions": {
        "default": "desktop.workspace",
        "platform": {
            "rdp": {
                "app-key": "YOUR APP KEY GOES HERE!",
                "username": "YOUR RDP LOGIN OR MACHINE GOES HERE!",
                "password": "YOUR RDP PASSWORD GOES HERE!"
            },
            "deployed": {
                "app-key": "YOUR APP KEY GOES HERE!",
                "realtime-distribution-system": {
                    "url" : "YOUR DEPLOYED HOST:PORT GOES HERE!",
                    "dacs" : {
                        "username" : "YOUR DACS ID GOES HERE!",
                        "application-id" : 256,
                        "position" : ""
                    }
                }
            }
        },
        "desktop": {
            "workspace": {
                "app-key": "YOUR APP KEY GOES HERE!"
            }
        }
    }

Then, run the EX-2.01.01-HistoricalPricing.ipynb example.

The code looks like this:

response = historical_pricing.summaries.Definition(
    "ADSGn.DE", 
    interval=Intervals.ONE_MINUTE,
    fields=["HIGH_1", "LOW_1", "OPEN_PRC", "TRDPRC_1", "BID", "ASK"]
).get_data()
response.data.df

The output is:

You can also run help(historical_pricing.summaries.Definition) to see all parameters of this method.

basilio.konstantin.kalus

Thanks for your quick response. However, I dont know which url I need to plug into "YOUR DEPLOYED HOST:PORT GOES HERE! ". Additionally, I have problems getting my DACS username/ ID, could you help me where I get this DACS ID?

Many thanks!

umer.nalla

Hi @basilio.konstantin.kalus

You are asking about Deployed host and DACS username - these are only required if connecting to a local ADS server.

To connect to your Eikon - you only need to fill in the desktop workspace app-key section

"desktop": {
            "workspace": {
                "app-key": "YOUR APP KEY GOES HERE!"
            }
        }

You can generate an App-Key at http://amers1-apps.platform.refinitiv.com/apps/appkeygenerator or inside Eikon by searching for AppKey - as described here Quick Start | Refinitiv Developers

basilio.konstantin.kalus

My refinitiv-data.config.json configuration file now looks as follows:

"desktop": {
            "workspace": {
                "app-key": "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX"
            }
        }

However, when running the code:

import os
os.environ["RD_LIB_CONFIG_PATH"] = "../../../Configuration"

import refinitiv.data as rd
from refinitiv.data.content import historical_pricing
rd.open_session()

response = historical_pricing.events.Definition("LSEG.L").get_data()
response.data.df

I get the following error:

raise RDError(0, f"Error happened during config file {path} read") from exc

refinitiv.data._errors.RDError: Error code 0 | Error happened during config file C:\Users\Basilio\PycharmProjects\EIKON\refinitiv-data.config.json read

I checked the path, and its correct, I have also tried other versions of the refinitiv-data.config.json configuration file like:

"sessions": {
        "default": "desktop.workspace",
        "desktop": {
            "workspace": {
                "app-key": "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX"
            }
        }
    }
 }

leading to the same error message.

umer.nalla

hi @basilio.konstantin.kalus

One thing to try is to comment out the os.environ line i.e.

import os
# os.environ["RD_LIB_CONFIG_PATH"] = "../../../Configuration"

import refinitiv.data as rd
from refinitiv.data.content import historical_pricing
rd.open_session()

umer.nalla

Hi @basilio.konstantin.kalus

Can you also confirm you are using the latest version

pip install refinitiv-data==1.0.0b16

Thanks.

basilio.konstantin.kalus

Thank you very much, with the latest version it works!

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