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sou_u avatar image
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Refinitiv Data API returns empty historical pricing

Hi,

I'm running the following python code to retrieve historical intraday 1 minute data from 2021-01-01 to 2022-01-01. But the results are empty dataframe. What's wrong in this case?

response = historical_pricing.summaries.Definition(
    universe = "CLv1",
    start = "2021-01-01", 
    end = "2022-01-01",
    interval=Intervals.MINUTE,
    adjustments = [
        Adjustments.EXCHANGE_CORRECTION,
        Adjustments.MANUAL_CORRECTION
    ]
).get_data()
df = response.data.df
df

Thank you very much in advance!

eikon-data-apipythonrefinitiv-dataplatform-eikon#contentpython api
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Jirapongse avatar image   Jirapongse

@sou_u

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

1 Answer

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Jirapongse avatar image
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@sou_u

Thanks for reaching out to us.

I checked the API documentation of the intraday summaries APIs and found that the intraday time series database only stores up to 1 year of history.

I can retrieve the data if I change the start and end dates.

response = historical_pricing.summaries.Definition(
    universe = "CLv1",
    start = "2022-05-01", 
    end = "2023-04-01",
    interval=Intervals.MINUTE,
    adjustments = [
        Adjustments.EXCHANGE_CORRECTION,
        Adjustments.MANUAL_CORRECTION
    ]
).get_data()
df = response.data.df
df

The output is:

1682299187313.png

If you would like to receive intray-day data before the 1 year of history, you may need to use another product, such as Refinitiv Tick History. Otherwise, you can contact your Refinitiv account team or sales team for more information.

I hope that this information is of help.


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