How to get period average of series using get_historical_price_summaries method? In eikon get_dat...

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How to get period average of series using get_historical_price_summaries method? In eikon get_data method, it would be Field(CalcMethod=AVG)
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  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hi @bohdan.vahalik,

    The RDP historical prices summary endpoint does not provide any means of specifying the average or any other function, to roll up the bar data. You could however request a granular time series (events) data and do the averaging in your application.