rdp.get_historical_price_summaries() : start, end , count

Hi,

I understand that the timezone of result from rdp.get_historical_price_summaries() is UTC and I need to input UTC timezone to request. I wonder that how to use start, end and count. I try to retrieve 30Min data for 30APR2021. Please refer to the see below, I put start as '2021-04-30 01:00:00', but I got data start from 2021-04-29 17:04:00.

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Also, when I use start ='2021-04-30 01:00:00' and count = 20, I get data start from 2021-05-03 00:33:00. Please advise,


Thank you very much.

Vetit S.


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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @vaetit.sirasupprakchai1,

    Can you confirm the version of the library? For example, when I entered the above expression, I did not get any dates from the 29th as you did.

    import refinitiv.dataplatform as rdp
    rdp.__version__

    Returns: '1.0.0a7.post8'

    Also, can you try entering the start, end dates in ISO 8601 format? For example:

    response = rdp.HistoricalPricing.get_summaries(
            session = session,
            universe = 'USDEURFIXT=WM', 
            interval = rdp.Intervals.THIRTY_MINUTES,
            start = '2021-04-30T01:00:00.0000000Z',
            end = '2021-04-30T23:00:00.0000000Z',
            fields = ["BID", "ASK"]
    )
    response.data.df

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