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Hi team,
please find the case 11627819,
clients query is How can I reference data from -120 days ago from a specific date using the get data or get history function in Python? In my current code, when the start date is set to '-120', I think the data pulls 120 days' worth of data before t=0, where 0 is the current date. How would I be able to pull 120 days' worth of data before a specified date?
Please do assist on this.
Thanks,
You can use timedelta in Python to calculate -120 days ago from a specific date. For example, the code looks like this.
from datetime import datetime, timedelta, date specific_date = date(2022, 9, 13) start_date = specific_date - timedelta(days=120) print(specific_date) print(start_date)
2022-09-13 2022-05-16
Then, those dates can be used with the get_data and get_history methods.
For example:
rd.get_data(
universe=['LSEG.L', 'VOD.L'],
fields=['TR.PriceClose.Date','TR.PriceClose'],
parameters = {'SDate': start_date.strftime("%Y-%m-%d"),'EDate':specific_date.strftime("%Y-%m-%d"), 'Curn': 'CAD'}
)
rd.get_history(universe=["VOD.L"],start=start_date, end=specific_date, interval="1D")
Hi @Babyshyamili.S ,
is this what you're looking for? the parameter 'count':
count : int, optional
The maximum number of data returned. Values range: 1 - 10000
For example
df=rd.get_history(universe="LSEG.L", interval="daily", end="2021-08-01", count=120) df
I hope this helps and please let me know in case you have any further questions
