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.
0
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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