Querying trading sessions of a RIC via Refinitiv Data Platform API

@GoGoGroundhog I'm not aware of an endpoint designed for this type of metadata within rd/rdp libraries. The workaround I used is Average Volume Analytics API endpoint that outputs this data in info section of the response. This API covers all global equities. This solution obviously depends on your ability to access this API.

One more caveat is that these session times are Refinitiv session times (in line with our timeseries data/apps/charts), but not the session times established by the exchanges themselves (so for Nasdaq Refinitiv open/close is 14:30 UTC/21:02 UTC, while exchange open/close is 14:30 UTC/21:00 UTC). These 2 mins actually make a big difference. Closing cross trade is reported a few milliseconds after 21:00 and these additional 2 minutes allow to account for this important part of the session's volume. I hope this helps.

import refinitiv.data as rd
from datetime import datetime

session = rd.session.desktop.Definition().get_session()
rd.session.set_default(session)
session.open()

def mkt_hours_query(symbol):
    request_body={
        'universe': [symbol],
        'requestTime': datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%SZ"),
        'columns': [
            {'id': '1',
            'field': 'avat',
            'blendedVenue': False,
            'filters': {'official': True},
            'averagingInterval': 20,
            'startTime': {'marketTime': True},
            'endTime': {'marketTime': True}}
        ]
    }

    request = rd.delivery.endpoint_request.Definition(
        url = "https://api.refinitiv.com/data/analytics/average-volume-analytics/v2/request",
        method= rd.delivery.endpoint_request.RequestMethod.POST, 
            body_parameters= request_body)
    response = request.get_data()
    open_time_utc = datetime.strptime(response.data.raw['info'][symbol]['1']['startTime'], "%Y-%m-%dT%H:%M:%SZ").time()
    close_time_utc = datetime.strptime(response.data.raw['info'][symbol]['1']['endTime'], "%Y-%m-%dT%H:%M:%SZ").time()
    return open_time_utc, close_time_utc

mkt_hours_query('VOD.L)