RD API Intraday Historical Prices

@navtej.riyait Pls try this:

rics_list = ['VOD.L','RR.L']
start_date_ts = '01-05-2024'
end_date_ts = '04-05-2024'
fields_list = ['OPEN_PRC','HIGH_1','LOW_1','TRDPRC_1']
response = historical_pricing.summaries.Definition(rics_list,
                                                   start=start_date_ts,
                                                   end=end_date_ts,
                                                   fields = fields_list,
                                                   interval= historical_pricing.Intervals.ONE_MINUTE).get_data()

response.data.df

Is this what you mean? I hope this can help.

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