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Data adjustments and corrections for TickHistoryIntradaySummariesExtractionRequest
Hello when extraction open-high-low-close intraday aggregates from ELEKTRON I can apply data adjustments and corrections using the options "adjustments": "exchangeCorrection,manualCorrection,CCH,CRE,RPO,RTS" Now I want to extract historic open-high-low-close intraday aggragtes from datascope select tick history using the endpoint "
https://selectapi.datascope.refinitiv.com/RestApi/v1/Extractions/ExtractRaw" with the "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest". Is is possible to apply similar adjustments/corrections as for the Elektron data? I appreciate your kind help. Thanks, Eva
hi @Eva Barbara ,
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Hello @Eva Barbara,
I think you are referring to RDP python library get_historical_price_events method that accepts adjustments, for example:
rdp.get_historical_price_events(
universe = 'AAPL.O',
start = datetime.timedelta(-1),
end = datetime.timedelta(0),
adjustments = [
rdp.Adjustments.EXCHANGE_CORRECTION,
rdp.Adjustments.MANUAL_CORRECTION
]
)
Let me know if this is not what you are looking for?
Please refer to REST API Reference Tree -> Extractions -> ExtractRaw -> select TickHistoryIntradaySummariesExtractionRequest for the complete spec for this request, it does not include adjustments parameters.
The closest that I can see is REST API Reference Tree -> Extractions -> ExtractRaw -> PriceHistoryRequest with AdjustedPrices set to True. However, PriceHistory is part of Datascope Select product, it is not part of Tick History product. If this is exactly what you need, I would suggest to discuss the requirement with your Refinitiv account team.
If you are looking to identify the content that you require, the best approach is to work with a Refinitiv content expert for this specific content set, submit directly via Refinitiv Helpdesk Online -> Content -> RTH
Hope that this information helps
