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If there is available SummaryInterval = 30 minutes aggregation in tick history intraday api?

If there is available SummaryInterval = 30 minutes aggregation in tick history intraday api?

I found a thread from 2017 year https://community.developers.refinitiv.com/questions/20853/is-there-an-interval-type-30-minutes-for-python-ap.html

It's said we have to aggregate 1-minute data on client side.


May be there's some changes since 2017 and then the "30 minutes" option is available for using?

Thanks in advance




tick-history-rest-api
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@ostalcev

I think you are using Tick History API with the TickHistoryIntradaySummariesExtractionRequest.

Referring to the REST API Reference Tree, TickHistoryIntradaySummariesExtractionRequest still doesn't support a 30-minutes interval.

1635828381635.png

<EnumType Name="TickHistorySummaryInterval">
<Member Name="OneSecond" Value="0"/>
<Member Name="FiveSeconds" Value="1"/>
<Member Name="OneMinute" Value="2"/>
<Member Name="FiveMinutes" Value="3"/>
<Member Name="TenMinutes" Value="4"/>
<Member Name="FifteenMinutes" Value="5"/>
<Member Name="OneHour" Value="6"/>
</EnumType>

You can send feedback to the product team via MyRefinitiv to ask for the support of a 30-minutes interval in TickHistoryIntradaySummariesExtractionRequest.


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@ostalcev

Referring to the Eikon Data APIs for Python - Reference Guide, the get_timeseries method in the Eikon Data API still doesn't support a 30-minutes interval.

However, the intraday-summaries API in Refinitiv Data Platform supports a 30-minutes interval.


1635763952873.png

For more information, please refer to the following links:


1635763952873.png (16.5 KiB)
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Thank you!


Is it similar to this?


 "SummaryInterval": "ThirtyMinutes",
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@ostalcev

If you use the Python Refinitiv Data Platform Library, the code is:

1635826121246.png

If you use the Refinitiv Data Platform API, the URL is https://api.refinitiv.com/data/historical-pricing/v1/views/intraday-summaries/VOD.L?interval=PT30M.

1635826188423.png



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1635826188423.png (49.3 KiB)
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@Jirapongse Thank you!

But how could it be in the Rest API syntax?

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@Jirapongse Im trying using

https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
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Yes, the TickHistoryIntradaySummariesExtractionRequest with the Extractions/ExtractRaw endpoint doesn't support a 30-minutes interval.