How can I get hourly data via python RDP api?
Hi,
I am trying to gather the hourly ask/bid price for JPYUSD using code below, but all I can get is data by minutes. Seems like it does not support intervals other than daily and one minutes.
Thanks
Best Answer
It looks like to be a bug in the API, as mentioned in this thread.
The workaround, for now, is using the endpoint to make a request.
endpoint = rdp.Endpoint(
session = rdp.get_default_session(), # Optionnal
url = "/data/historical-pricing/v1/views/intraday-summaries/JPY=")
response = endpoint.send_request(
method = rdp.Endpoint.RequestMethod.GET,
query_parameters={
'interval': 'PT1H',
'start': '2021-02-01T00:00:00.00000000Z',
'end': '2021-02-24T00:00:00.000000000Z',
'summaryTimestampLabel': 'endPeriod'
}
)
if response.is_success:
headers = [h['name'] for h in response.data.raw[0]['headers']]
df = pd.DataFrame(data=response.data.raw[0]['data'], columns=headers)
display(df)
The output is:
