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quant.backtesting avatar image
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Hourly historical data

Hi,

I need an hourly stock price for stocks form 2016 to 2022. Is there any way to get hourly quotes between this time windows? Any help will be highly appreciated.

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Jirapongse avatar image   Jirapongse

@quant.backtesting

Hi,

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AHS

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Thanks,
AHS

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Jirapongse avatar image
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@quant.backtesting

I checked and found that the Intraday time-series database used by the get_timeseries method and the Refinitv Data Platform only stores up to 1 year of history.

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Therefore, we can't use Eikon Data API or the /data/historical-pricing/v1/views/intraday-summaries/ endpoint on Refinitiv Data Platform to retrieve hourly historical data in 2016.

You may consider using another product, such as Refinitiv Tick History. I can use the

TickHistoryIntradaySummariesExtractionRequest to get the data in 2016.

1656391977744.png

I hope this can be of help.




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