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m1jkf00 avatar image
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Availability of intraday price data on oil futures

Is there a way to find how far back intraday or TimeAndSales (tick) data for a given RIC without attempting a pull and getting charged for it?

In particular, I am trying to pull 1-minute or 5-minute data on oil future prices prior to 2004. Using the Eikon dashboard (opened using the Excel add-in), I can see that the RIC LCOc1 (just as an example) has daily data back to the late 80's, but I don't see a way to check the availability of higher-frequency data. I do not want to pull this RIC via the API and incur a data charge because the data will only be useful for me if it goes back far enough.

I would appreciate any guidance. Thank you.

tick-history-rest-apihistoricalpricingfuturesenergy
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1 Answer

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Jirapongse avatar image
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@m1jkf00

I assume that you are using TickHistoryIntradaySummariesExtractionRequest to receive the intraday data. I have used Search/HistoricalSearch to search for the RIC LCOc1, The returned response contains the FirstDate property.

  {
            "Identifier": "LCOc1",
            "IdentifierType": "Ric",
            "Source": "",
            "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxMQ09jMXw",
            "Description": "Historical Instrument",
            "InstrumentType": "Unknown",
            "Status": "Valid",
            "DomainCode": "6",
            "FirstDate": "1996-01-07T00:00:00.000Z",
            "LastDate": "2020-12-29T00:00:00.000Z",
            "History": []
        }

I can't extract the TickHistoryIntradaySummaries data before that date.

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