ohlc values for an asset minute wise

peeush
peeush Newcomer
in Refinitiv Data Platform Libraries

Hi ,


I need to know the ohlc values of one US asset ( e.g. CLF24 ) for 08th december 2023 at IST time 15:30 i.e. need the ohlc values for this specific minute...i have got lots of US assets for which i need these values ..how to do that

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Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @peeush ,


    You can use get_history function from RD libraries and provide value for intevnal parameter, eg tick to get all quotes within the minute or minute to get minute bars:

    import refinitiv.data as rd
    rd.open_session()


    example with tick (please note tick level goes only 3 month back in time):

    rd.get_history('CLF24', fields = ['HIGH_1', 'LOW_1', 'OPEN_PRC', 'TRDPRC_1'], start = '2023-12-08 10:00:00', end = '2023-12-08 10:01:00', interval = 'tick')

    screenshot-2023-12-22-at-144044.png

    example with minute:

    rd.get_history('CLF24', fields = ['HIGH_1', 'LOW_1', 'OPEN_PRC', 'TRDPRC_1'], start = '2023-12-08 09:59:00', end = '2023-12-08 10:02:00', interval = 'minute')

    screenshot-2023-12-22-at-144111.png


    Please note that the timezone is returned in GMT and you need to convert these for IST separately.


    Best regards,

    Haykaz


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