Hello.
I want to get weekly or monthly data using historical price summary function, but only I can get daily data.
Should I use another RIC code or function? Please help me. Thanks a lot.
col = ['CMCU3'] start_date = '2019-01-01T00:00:00' end_date = '2021-02-01T00:00:00' df1 = rdp.get_historical_price_summaries(univers = col, interval = rdp.Intervals.WEEKLY, start = start_date, end = end_date)
Thank you for your participation in the forum.
Is the reply below satisfactory in answering your question?
If yes please click the 'Accept' text next to the reply.
This will guide all community members who have a similar question.
Otherwise please post again offering further insight into your question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
It could be a bug in the library.
The workaround could be like the following.
col = 'CMCU3'
start_date = '2019-01-01'
end_date = '2021-02-01'
endpoint = rdp.Endpoint(
session = rdp.get_default_session(), # Optionnal
url = "/data/historical-pricing/v1/views/interday-summaries/"+col)
response = endpoint.send_request(
method = rdp.Endpoint.RequestMethod.GET,
query_parameters={
'interval': 'P1W',
'start': start_date,
'end': end_date
}
)
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)
For monthly data, the interval value is P1M.
