how to retrieve the "as of date and timestamp" from historical pricing ?

thomas.ng · December 2024

I am able to retrieve the snap price using the function below but it doesn't tell me the "as of date and timestamp " of the snap price. How can i retrieve this information?

response = await asyncio.gather(*[historical_pricing.events.Definition(universe=row['iv_idx'], fields=["TRDPRC_1"],start=row['datetimeSentGMT_str'], count = 1).get_data_async(closure = str(idx)) for idx, row in df.iterrows()])

Jirapongse · December 2024

@thomas.ng

Thank you for reaching out to us.

I found the Timestamp column in the response.

Please explain more about the issue and share the full runnable code. Therefore, we can test it.

thomas.ng · December 2024

https://community.developers.refinitiv.com/discussion/comment/123291#Comment_123291

the timestamp is always the latest GMT time in my case. For example i want to query the snap price of .VHSI as of 2024-01-01 23:55:04 (GMT time). The timestamp returned is always the current datetime.

Jirapongse · December 2024

@thomas.ng

The data depth of the historical pricing events API is 90 days.

response = historical_pricing.events.Definition(
    universe = ".VHSI",
    fields=["TRDPRC_1"],
    start="2024-01-01T23:55:04", 
    count = 1,
    extended_params={"pinStart":True}).get_data()
response.data.df