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Request different cut-off for FX pairs.

Hello,


If I wanted to request a time-series of AUD= MidPrice at 16 hours, I would do a request like this:


import eikon as ek
ek.set_app_key('xxxxxxxxxxxxxxxxxxxxx')
data = ek.get_data(["AUD16H="], "TR.MIDPRICE")


But what if I wanted to do so for 16.30 hours? Or 15.30 hours? Would something like that be possible?


Thanks in advance for any help you may provide.


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@aquilesjlp300

The example RIC you provided is a snapshot of FX spot rate at 4pm GMT with daily timeseries available. Such snapshots are only available hourly. If you need to know FX spot rate at a given time on a given day, you can use intraday timeseries. E.g.

rdp.get_historical_price_summaries('AUD=',
                                   interval='PT30M',
                                   start='2021-04-07T15:30',
                                   end='2021-04-07T15:30',
                                   fields=['MID_PRICE'])

The depth of history available for historical intraday summaries is 1 year. However, if you need daily timeseries of snapshots at say 15:30 GMT, constructing those from intraday timeseries would likely not be practical, as you would either need to request each datapoint separately or retrieve timeseries in say 30 min aggregation and discard all the datapoints you're not interested in.

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Thank you @Alex Putkov.

One question though, you're using a method I have not seen for the Python Eikon API (usually through get_data and get_timeseries functions).


Is rdp another type of service or is it still Eikon's?


Hi @aquilesjlp300

You can use this command to install RDP Lib.

pip install refinitiv.dataplatform


Then you can import it to your Python code.

import refinitiv.dataplatform as rdp
rdp.open_desktop_session('xxxxx')


Thanks again for your help @chavalit.jintamalit! Also @Alex Putkov., history then for this type of frequency (Intraday) can only go back a year?



Would it be possible to request a daily time-series in which the only observation a day will have, is going to be on such cut-off? e.g. AUD at 16.30 hours?

Or necessarily I have to request the full minutely intraday time-series for each day?



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