RD API Intraday Historical Prices

Hi @navtej.riyait, in that case, you might want to specify the time of day in the `start` and `end` arguments, e.g.:

rics_list = ['VOD.L','RR.L']
start_date_ts = '2024-05-01T01:00:00' # GMT time
end_date_ts = '2024-05-01T23:00:00' # GMT time
fields_list = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1']
response = rd.content.historical_pricing.summaries.Definition(
    rics_list,
    start=start_date_ts,
    end=end_date_ts,
    fields = fields_list,
    interval= rd.content.historical_pricing.Intervals.ONE_MINUTE).get_data()

response.data.df

Hi @navtej.riyait, you can start with the day prior to the date you are aiming for to collect such data, e.g.:

rics_list = ['VOD.L','RR.L']
start_date_ts = '2024-05-01' # GMT time
end_date_ts = '2024-05-02'
fields_list = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1']
response = rd.content.historical_pricing.summaries.Definition(
    rics_list,
    start=start_date_ts,
    end=end_date_ts,
    fields = fields_list,
    interval= rd.content.historical_pricing.Intervals.DAILY).get_data()
 
response.data.df

Do let me know if I understood your question correctly.