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.
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.
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
Hi Nick,
Thank you very much for your answer.
I change date&time format as you suggest and it's work. Could you please let me know what is the different between rdp.HistoricalPricing.get_summaries() and rdp.get_historical_price_summaries() ?
Do we have document about all functions of RDP for historical pricing ?
Thanks,
Vetit S.
There is little difference between the 2 calls. The dp.get_historical_price_summaries() function call is actually built on top of the other one. The rdp.HistoricalPricing.get_summaries() returns a response object that contains additional details such as the status, return success, data frame and raw data.
