Hi @lattanzi - Eikon doesn't hold a deep history of intraday prices - only a few months I believe. If you wanted to get that length of data you would need to look at another product like DataScope Select or Tick History (which can provide tick by tick deep history). You can speak to your Thomson Reuters Account Team to get access. I hope this can help.
It depends how much intraday history you need. I take it you are using Eikon. If so, have you tried the Eikon Data APIs - Im not sure what environment you are working in? If you are working in python - there is a get_timeseries function that allows you to get quite a bit of intraday price history very easily. Note you can also specify time - but its not necessary you could just put dates in. The data is return in a pandas dataframe already indexed on date.
'''python rics = ['VOD.L', 'HSBA', 'BMWG.DE','ROG.S'] fields = ['OPEN','HIGH','LOW','CLOSE','VOLUME'] df = ek.get_timeseries(rics=rics,fields=fields, start_date='2018-08-23T17:00:00', end_date='2018-08-24T18:00:00', interval='minute') df
That helps. Thank you for clarification.