question

Upvotes
Accepted
m1jkf00 avatar image
5 ●1 ●1 ●3

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
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
83.1k ●281 ●53 ●77

@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.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.