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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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moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

Hi @m1jkf00,

Thank you for your participation in the forum.

Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.


Thanks,

AHS

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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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