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
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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.
<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.
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.
For more information, please refer to the following links:
If you use the Python Refinitiv Data Platform Library, the code is:
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.
@Jirapongse Im trying using
https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw
Yes, the TickHistoryIntradaySummariesExtractionRequest with the Extractions/ExtractRaw endpoint doesn't support a 30-minutes interval.
