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.
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.