question

Upvotes
Accepted
5 0 0 2

How to get period average of series using get_historical_price_summaries method? In eikon get_data method, it would be Field(CalcMethod=AVG)

rdp-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Upvote
Accepted
16.1k 41 12 19

Hi @bohdan.vahalik,

The RDP historical prices summary endpoint does not provide any means of specifying the average or any other function, to roll up the bar data. You could however request a granular time series (events) data and do the averaging in your application.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.