How to query intraday prices for only 5 minutes per day for a certain timezone

Miny
Miny Newcomer
edited 5:24AM in Refinitiv Data Platform Libraries

Hi, I am trying to get intraday close prices only for the same 5 minutes every day (ie 1300-1305 ET). May I know how I can modify this function to:

  1. only get data during that period of time daily, and
  2. change the time zone to Eastern Time?
response = historical_pricing.summaries.Definition(

    "ESc1", 

    start = timedelta(-3), 

    end = timedelta(0),

    interval=Intervals.ONE_MINUTE,

    fields = ["TRDPRC_1"]

).get_data()

Thank you very much!

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Miny

    Thank you for reaching out to us.

    To the best of my knowledge, the Historical Pricing API does not support those features. It uses UTC and does not allow specifying a range (ie 1300-1305 ET) for every day. However, you need to contact the Historical Pricing API support team directly via LSEG Support to confirm this.

    Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.

    The product that supports those features is LSEG Tick History REST API. You can request a free trial to access this product (LSEG Tick History REST API).

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