Is it possible to generate the same (tick history data) using refinitiv.dataplatform package instead of lseg.data package?
Is it possible to get tick history data for currency via Python RD API Historical Summaries

Is it possible to get tick history data for currency via Python RD API Historical Summaries ?
Best Answer
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Hello @navtej.riyait
I found this information on the LSEG Data Library for Python get_history example page that the "get_history" interface supports the "tick" interval:
- Note 1: The LSEG Data Library for Python is the version 2 of the Refinitiv Data Library for Python.
- Note 2: The Refinitiv Data Library for Pthton version 1.6.x also supports this tick interval too.
I did a quick test with the LSEG Data Library - Python (pypi), and the result is as follows:
Code:
import lseg.data as ld
ld.open_session()
ld.get_history(universe=["EUR="],
fields=["BID", "ASK"],
interval="tick",
start = "2024-08-01", end = "2024-08-20")
Result:
Please note that there is also the LSEG Tick History - REST API which can be access from any REST API libraries such as the Python requests, so I strongly suggest you contact the Account Manager to verify which product is suitable for the client's needs.
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Answers
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Is it possible to generate the same (tick history data) using refinitiv.dataplatform package instead of lseg.data package?
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Hello @erandi.dunumala
Like I answered above, the Refinitiv Data Library for Python version 1.6.x also supports this tick interval.
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Hi Wasin,
Do you have example/repo link for generating tick history data using Refinitiv Data Library?
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Hello @navtej.riyait
The example is available on this LSEG-API-Samples / Example.DataLibrary.Python (main branch )repository.
Note: Please be noticed that it is the same repo as the LSEG Data Library example (the Main branch is "Refinitiv Data Library" and the lseg-data-example branch is for the "LSEG Data Library".
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Is it possible to get tick data intraday via RD API Eg If today's time is 10 am is it possible to get tick data for a ccy instrument for previous time periods today.0
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