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Get Intraday Prices for European Governement Bond

Hello,

I want to get intraday prices minute by minute for European Bonds (traded prices and volume) for Portuguese government bonds at the intraday level (tick, minute, hour). Let use the RIC: PT10YT=RR

I managed to get quotes for last price of the day but not all intraday prices in a frequency of minute by minute.

Thank you very much!

workspace-data-api#technologybondsstreaming-prices
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Hello @Guillermo.Gonzalez-Green,

For the time series data, please use the historical data functions like get_timeseries, which can provide OHLC in different bar frequencies.

Which API are you using to get data currently?

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Hello @Gurpreet


I was trying it inside Workspace, with CodeBook libraries.

I tried with this code:

import refinitiv.data as rd

rd.open_session()

df= rd.discovery.search( view = rd.discovery.Views.GOV_CORP_INSTRUMENTS, top = 10, filter = "((DbType eq 'GOVT' or DbType eq 'CORP' or DbType eq 'AGNC' or DbType eq 'OMUN' or DbType eq 'OTHR') and IsActive eq true and ((IssuerOrgid eq '95804' or IssuerOrgid eq '162600' or IssuerOrgid eq '95779')))", select = "RIC" )

RICS = df["RIC"].tolist()

rd.get_data(RICS)

df = rd.get_data(

universe = RICS,

fields = [

'CF_BID',

'CF_ASK'

]

)


Thank you,

Guillermo

Gurpreet avatar image Gurpreet Guillermo.Gonzalez-Green

@Guillermo.Gonzalez-Green,

Please see the historical pricing examples in the codebook (_Examples_/Data Retrieval and Discovery/Refinitiv Data Library) for a complete list of all the parameters.

response = historical_pricing.summaries.Definition(RICS, interval=Intervals.ONE_MINUTE).get_data()
response.data.df

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