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vaetit.sirasupprakchai1 avatar image
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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.

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.


rdp-apirefinitiv-data-platformrefinitiv-data-platform-libraries
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Jirapongse avatar image   Jirapongse

@vaetit.sirasupprakchai1

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nick.zincone avatar image
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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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vaetit.sirasupprakchai1 avatar image vaetit.sirasupprakchai1

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.





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nick.zincone avatar image nick.zincone vaetit.sirasupprakchai1

Hi @vaetit.sirasupprakchai1,

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.

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