How to get a historical data time series?

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Question by YERAY SOSA ALONSO · Jul 21, 2021 at 12:49 PM · rdp-api refinitiv-data-platform historical

How to get a historical data time series?

Hi,

I am trying to retrieve historical exchange rate. I am using the following example:

With it, I am able to get just one exchange rate for a single date, but I cannot get a timeseries or an array. How could it be done?

Thank you

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Answer 1 · 2021-07-21T14:55:29Z

REFINITIV

Best Answer

Answer by nick.zincone12 · Jul 21, 2021 at 02:55 PM

Hi @YERAY SOSA ALONSO

That specific endpoint is designed to retrieve a single record for multiple instruments. If you want to retrieve a time series, you will need to use the /data/historical-pricing/v1/views/interday-summaries/{universe} endpoint. The current design of this endpoint only supports a single instrument so you will have to call it multiple times for the list of instruments you are interested in.

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How to get a historical data time series?

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