how to get interval high low data for different securities or different start date and end date i...

thomas.ng
thomas.ng Newcomer
in Eikon Data APIs

...n one function call in python?

Say I have 3 securities and 3 sets of start date and end dates as follow,


2021-01-02 - 2021-03-06 for 0700.HK
2023-04-02- 2023-09-30 for 9988.HK
2022-07-02 - 2022-08-06 for 0005.HK


Is there a way to retrieve 3 rows of interval high low price for the input above using only a single function call in python?

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Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @thomas.ng,
    You can try to fetch calculated data using data cloud function MAX and MIN. By default it is calculated on a daily interval.

    rd.get_data(["0700.HK"],
                ["MAX(TR.PriceHigh(SDate=2021-01-02, EDate=2021-03-06))"])

    and of course if there is a need to do it in one go you can go with:

    rd.get_data(["0700.HK","9988.HK","0005.HK"],
                ["MAX(TR.PriceHigh(SDate=2021-01-02, EDate=2021-03-06))","MIN(TR.PriceLow(SDate=2021-01-02, EDate=2021-03-06))",
                "MAX(TR.PriceHigh(SDate=2023-04-02, EDate=2021-09-30))","MIN(TR.PriceLow(SDate=2023-04-02, EDate=2021-09-30))",
                "MAX(TR.PriceHigh(SDate=2022-07-02, EDate=2022-08-06))","MIN(TR.PriceLow(SDate=2022-07-02, EDate=2022-08-06))"])


Answers

  • h.aramyan02
    h.aramyan02 LSEG

    Hi @thomas.ng ,


    I am afraid there is no a direct way of making api call with multiple dates. However, one approach could be to make the request for all rics and use the earliest date (2021-01-02) as a start_date and latest date as an end date (2023-09-30) and then filter out the dates you are interested in per RIC.


    Hope this helps.


    Best regards,

    Haykaz

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