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

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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?

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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