@laurens

Could you please, be more specific.

If we talking about "interval":

in eikon with get_timeseries:

Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' (Default 'daily')

in RD with get_history:

Date interval. Supported intervals are:
tick, tas, taq, minute, 1min, 5min, 10min, 30min, 60min, hourly, 1h, daily,
1d, 1D, 7D, 7d, weekly, 1W, monthly, 1M, quarterly, 3M, 6M, yearly, 1Y

so in RD we fully cover the eikon interval requirements.

And as we use historical pricing endpoint with the own "interval" requirements (you can take a look here refinitiv/data/content/historical_pricing/summaries.py module), you are right...

    Time:

    Backend will return complete N-minute summaries data.
    When the request start and/or end does not at the N minutes boundary,
    the response will be adjusted.

        MINUTE - return complete 1-minute
        ONE_MINUTE - return complete 1-minute
        FIVE_MINUTES - return complete 5-minutes
        TEN_MINUTES - return complete 10-minutes
        THIRTY_MINUTES - return complete 30-minutes
        SIXTY_MINUTES - return complete 60-minutes
        ONE_HOUR - return complete 1-hour
        HOURLY - return complete 1-hour

    Days:

        DAILY - This is end of day, daily data
        ONE_DAY - This is end of day, daily data
        SEVEN_DAYS - Weekly boundary based on the exchange's
                     week summarization definition
        WEEKLY - Weekly boundary based on the exchange's
        ONE_WEEK - Weekly boundary based on the exchange's
                 week summarization definition
        MONTHLY - Monthly boundary based on calendar month
        ONE_MONTH - Monthly boundary based on calendar month
        THREE_MONTHS - Quarterly boundary based on calendar quarter
        QUARTERLY - Quarterly boundary based on calendar quarter
        TWELVE_MONTHS - Yearly boundary based on calendar year
        YEARLY - Yearly boundary based on calendar year
        ONE_YEAR - Yearly boundary based on calendar year
"""

    MINUTE = "PT1M"
    ONE_MINUTE = "PT1M"
    FIVE_MINUTES = "PT5M"
    TEN_MINUTES = "PT10M"
    THIRTY_MINUTES = "PT30M"
    SIXTY_MINUTES = "PT60M"
    HOURLY = "PT1H"
    ONE_HOUR = "PT1H"
    DAILY = "P1D"
    ONE_DAY = "P7D"
    SEVEN_DAYS = "P7D"
    WEEKLY = "P1W"
    ONE_WEEK = "P1W"
    MONTHLY = "P1M"
    ONE_MONTH = "P1M"
    THREE_MONTHS = "P3M"
    QUARTERLY = "P3M"
    TWELVE_MONTHS = "P12M"
    YEARLY = "P1Y"
    ONE_YEAR = "P1Y"

... we need to have conversion.
And "Yes" we have it under the hood. You can find in the next library module - refinitiv/data/_access_layer/_intervals_consts.py

All you need, just define in get_history function supported intervals :

tick, tas, taq, minute, 1min, 5min, 10min, 30min, 60min, hourly, 1h, daily,
1d, 1D, 7D, 7d, weekly, 1W, monthly, 1M, quarterly, 3M, 6M, yearly, 1Y

and all conversion will be done for historical pricing request automatically.

Regarding date format in "start", "end" parameters:

in get_history we support the same one as in eikon:

end_date: string or datetime.datetime or datetime.timedelta
    End date and time of the historical range.

    string format could be
        - '%Y-%m-%d' (e.g. '2017-01-20')
        - '%Y-%m-%dT%H:%M:%S' (e.g. '2017-01-20T15:04:05')
    datetime.timedelta is negative number of day relative to datetime.now().

I hope this information will help you.

Regarding warning message we to consider to add. Additional information I will provide lately next week.

Thank you for reaching us.

test = rd.get_history( universe="AAPL.O",
                       fields=["TR.IssueMarketCap(Scale=6,ShType=FFL)","TR.FreeFloatPct()/100/*FreefloatWeight*/","TR.IssueSharesOutstanding(Scale=3)/*shares outstanding*/","TR.CLOSEPRICE(Adjusted=0)/*close*/","BID", "ASK"],
                       parameters={"Curn": "USD", "SDate": "FY0", "EDate": "0D"})

test

Hi @laurens,

The `parameters` argument in the `rd.get_history` & `rd.get_data` applies only to TR fields. This detail can be found in the doc. strings:

parameters: str | dict, optional
    Single global parameter key=value or dictionary
    of global parameters to request.
    Applies only to TR fields.

The reason for this is that `parameters` is parameter to send the Datagrid server, the one that includes all fields with TR. `start`, `end` parameters will apply dates to ADC (another server/service/endpoint-family) and timeseries (a service accessible via the "historical-pricing" endpoint-family). All these servers/services/endpoint-families are accessible via the Refinitiv Data Library that you are using here.

The discrepancy you're experiencing is caused by the fact that "historical-pricing" has no global or local parameters (such as `parameters`) at all.

We do not advise using `parameters` for historical usage.

In your specific call, Datagrid's 1st row returned includes data for the date "2020-10-01", but "historical-pricing" is not, thus the <NA>s.

It seems as though the TR fields you are requesting do not change when <NA>s show up in the response. In this case, I would suggest using seperate calls. I do this myself with fields that only return data when a change occurs, just like what we see here.

import pandas as pd
import refinitiv.data as rd
rd.open_session(
    # name="platform.rdp",
    config_name="C:/Example.DataLibrary.Python-main/Configuration/refinitiv-data.config.json")
TRflds: list[str]=["TR.CLOSEPRICE(Adjusted=0)/*close*/.date",
                   "TR.CLOSEPRICE(Adjusted=0)/*close*/",
                   "TR.IssueMarketCap(Scale=6,ShType=FFL)",
                   "TR.FreeFloatPct()/100/*FreefloatWeight*/",
                   "TR.IssueSharesOutstanding(Scale=3)/*shares outstanding*/"]
RTflds: list[str] = ["BID", "ASK"]
test0: pd.DataFrame = rd.get_data(
    universe="AAPL.O", fields=TRflds,
    parameters={"Curn": "USD", "SDate": "2020-10-27", "EDate": "2020-12-01"})
test: pd.DataFrame = test0.dropna()
test1: pd.DataFrame = rd.get_history(
    universe="AAPL.O", fields=RTflds,# interval='daily',
    start="2020-10-26", # Note that this is one day before the `get_data` call, as it is exclusive with respect to it's 1st index (in this case, date).
    end="2020-12-01")
test[["BID", "ASK"]] = test1[["BID", "ASK"]].values
rd.close_session()
test

Please do let me know if this is a satisfactory resolution, else I will revert back tot he product owners to see what could be done, and update the RD library for python.

Hi @laurens .

I see your intentions and understand your issue, and get_history design allows you to use date ranges for both requests under the hood with the help of "start" and "end" parameters. Other global "parameters" values you can use exclusively for Datagrid request.

let's take a look for next example

flds: list[str] = [
    "TR.IssueMarketCap(Scale=6,ShType=FFL)",
    "TR.FreeFloatPct()/100/*FreefloatWeight*/",
    "TR.IssueSharesOutstanding(Scale=3)/*shares outstanding*/",
    "TR.CLOSEPRICE(Adjusted=0)/*close*/",
    "BID",
    "ASK",
]
test = rd.get_history(
    universe="AAPL.O",
    fields=flds,
    start="2020-10-21",
    end="2020-11-17",
    parameters={"Curn": "USD"},
)

In this example we created under the hood two requests:

• Datagrid request that included date range:

{'Entity': {'E': 'DataGrid_StandardAsync', 'W': {'requests': [{'instruments': ['AAPL.O'], 'fields': [{'name': 'TR.ISSUEMARKETCAP(SCALE=6,SHTYPE=FFL)'}, {'name': 'TR.FREEFLOATPCT()/100/*FREEFLOATWEIGHT*/'}, {'name': 'TR.ISSUESHARESOUTSTANDING(SCALE=3)/*SHARES OUTSTANDING*/'}, {'name': 'TR.CLOSEPRICE(ADJUSTED=0)/*CLOSE*/'}], 'parameters': {'SDate': '2020-10-21', 'EDate': '2020-11-17', 'Curn': 'USD'}, 'layout': {'columns': [{'item': 'dataitem'}], 'rows': [{'item': 'instrument'}, {'item': 'date'}]}}]}}}

• Historical Pricing request included the same date range

 http://localhost:9001/api/rdp/data/historical-pricing/v1/views/interday-summaries/AAPL.O?start=2020-10-21T00%3A00%3A00.000000000Z&end=2020-11-17T00%3A00%3A00.000000000Z&fields=BID%2CASK%2CDATE

if there is no dates intersection between Datagrid and Historical Pricing endpoints in response we fill-in the dataframe with N/A values.

raw responses also attached

responses.zip

I agree that information for parameters could not be visible, and there is also a reference guide - https://doccloud.int.refinitiv.com/content/rdp-python-library/1.0.0-beta/rdp-python-library

where you can see the instructions that could help for migration process

1. you still can use interval="daily" in get_history.

2, 3. I mentioned that we consider to add warning for "parameter". That is reasonable.

Kindly, ask you share the example from eikon usage where you can retrieve datagrid and pricing data using "parameters" with FY0", "0D" data, that you need adopt to RD to see your use case much clearly.

Thank you.