response = rdp.get_historical_price_summaries(
universe= ccy_pair,
interval=rdp.Intervals.DAILY,
# Supported intervals: ONE_MINUTE, FIVE_MINUTES, TEN_MINUTES, THIRTY_MINUTES, ONE_HOUR
#fields = ['BID','ASK'],
start=start_date_ts,
end=end_date_ts
)
I want to specify a list of ccy pairs instead of one ccy pair. Do you have an example of this in Python.
Hi @navtej.riyait ,
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AHS
Hi,
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Thank you,
AHS
Hello @navtej.riyait
Did you try the new Data Library - Python yet? The RD historical_pricing.summaries.Definition object support list of string as follows:
Code:
response = historical_pricing.summaries.Definition( universe = ['HUF=', 'EUR=', 'GBP=', 'CNH='], interval=Intervals.ONE_MINUTE, fields = ['BID','ASK'], start = '2023-08-01 01:00:00', end = '2023-08-02 01:00:00 ' ).get_data() response.data.df
Result:
Hi @navtej.riyait ,
Could you please try using the list of instrument, for example, ['RIC1','RIC2','RIC3']
In addition, I would recommend you look at the newer and strategic RD Library for Python
For a position statement on the older RDP Library please see the overview page.
start_date = '2023-10-02 00:00:00.000'
end_date = '2023-10-03 00:00:00.000'
ccy_pair1 = ['HUF=', 'EUR=', 'GBP=', 'CNH=']
response = rdp.get_historical_price_summaries(
universe= ccy_pair1,
interval=rdp.Intervals.DAILY,
start=start_date,
end=end_date
)
I get an error when using an instrument list. See below
Traceback (most recent call last):
File "C:\FX Surveillance\FX Options\get_market_prices_options_underlying.py", line 134, in <module>
get_market_prices()
File "C:\FX Surveillance\FX Options\get_market_prices_options_underlying.py", line 116, in get_market_prices
historical_mkt_prices = get_historical_prices(ccy_pair, start_date, end_date)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\FX Surveillance\FX Options\get_market_prices_options_underlying.py", line 70, in get_historical_prices
response = rdp.get_historical_price_summaries(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\factory\content_factory.py", line 646, in get_historical_price_summaries
return ContentFactory._get_historical_price_summaries(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\factory\content_factory.py", line 252, in _get_historical_price_summaries
historic_summaries = historical_pricing.get_summaries(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py", line 302, in get_summaries
result = historical_pricing._get_summaries(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py", line 327, in _get_summaries
return self._endpoint.session._loop.run_until_complete(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\nest_asyncio.py", line 59, in run_until_complete
return f.result()
^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\asyncio\futures.py", line 203, in result
raise self._exception.with_traceback(self._exception_tb)
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\asyncio\tasks.py", line 267, in __step
result = coro.send(None)
^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py", line 523, in _get_summaries_async
_result = await self._get_historicalpricing(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\content\data\historical_pricing.py", line 665, in _get_historicalpricing
_result = await self._endpoint.send_request_async(
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\delivery\data\endpoint.py", line 518, in send_request_async
_url = self._update_url(
^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\site-packages\refinitiv\dataplatform\delivery\data\endpoint.py", line 410, in _update_url
value = urllib.parse.quote(value)
^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\urllib\parse.py", line 893, in quote
return quote_from_bytes(string, safe)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\U6082634\AppData\Local\Programs\Python\Python311\Lib\urllib\parse.py", line 923, in quote_from_bytes
raise TypeError("quote_from_bytes() expected bytes")
TypeError: quote_from_bytes() expected bytes
Hi Wasin,
I haven't had time to try yet.
One question: Do I need to have Eikon running to use the RD libraries ?
Regards
Navtej
,Hi Wasin,
I haven't had time to try yet.
One question: Do I need to have Eikon running to use the RD libraries ?
Regards
Navtej
