Refintiv Historical Data API. How do you get exchange information?

Jwan622
Jwan622 Newcomer
edited May 28 in Refinitiv Data Platform Libraries

https://cdn.refinitiv.com/public/rd-lib-python-doc/1.0.0.0/book/en/sections/content-layer/historical-pricing/historical-pricing-adjusments.html

I want to get exchange information for time and sales data. How do I do this using the python code for historical_pricing?

This is my python code:

    response = historical_pricing.events.Definition(
        universe=rics,
        start=start_datetime,
        end=end_datetime
    ).get_data()

Is there a way to get time and sales data WITH exchange information?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Jwan622

    Thank you for reaching out to us. The historical_pricing.events.Definition supports the following parameters.

     |  Parameters
    
 |  ----------
    
 |  universe : str or list of str
    
 |      Single instrument or list of instruments.
    
 |  eventTypes : list of EventTypes or EventTypes or str, optional
    
 |      Single market event or list of events.
    
 |  start : str or date or datetime or timedelta, optional
    
 |      Start time for the events query.
    
 |  end : str or date or datetime or timedelta, optional
    
 |      End time for the events query.
    
 |  adjustments : list of Adjustments or Adjustments or str, optional
    
 |      Single adjustment type or list of adjustment types to apply CORAX (Corporate Actions) events or
    
 |      exchange/manual corrections to the historical time series data.
    
 |  count : int, optional
    
 |      The maximum number of rows to return.
    
 |  fields : list, optional
    
 |      List of fields to return.
    
 |  extended_params : dict, optional
    
 |      Additional parameters to apply to the request.

    Please clarify what you mean by 'exchange information.'

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