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kenley.macandog123 avatar image
11 ●1 ●2 ●3

TRDPRC_1.Close Need historical data at a specific time of the day

Can you please suggest a script in Eikon Python API that can capture 1 Min Interval at a specific time of the day for multiple dates?


The Eikon Excel formula we are using is,

=RHistory(B$3,"TRDPRC_1.Close","START:"&$A4+$D$1&" NBROWS:1 INTERVAL:1M",,"TSREPEAT:NO SORT:ASC")


where B3 is FXXPZ2

A4 is October 19, 2022

D1 is 18:00



eikon-data-api#technology#producthistorical
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wasin.w avatar image   wasin.w

Hello @kenley.macandog123

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

raksina.samasiri avatar image   raksina.samasiri

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,
AHS

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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @kenley.macandog123 ,

You could do the resampling:

df = ek.get_timeseries('TRI.N', 'CLOSE', interval='hour')
df1 = df.iloc[lambda df: df.index.hour == 18,:]

But you can only get the timeseries going back as far as the hourly history goes, which is about 3 months.

I Hope this helps and please let me know in case you have any questions

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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @kenley.macandog123 ,

Is this what you're looking for? end_date can be added to specified the specific data period

import refinitiv.data.eikon as ek
ek.set_app_key('### YOUR EIKON APP KEY ###')

ek.get_timeseries(['FXXPZ2'], 
                  start_date='2022-10-19 18:00',  
                  interval='minute')

1668487266519.png

Plus, to check the available parameters of the function, you may use

help(ek.get_timeseries)

1668487303913.png

Hope this helps and please let me know in case you have any further questions.


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kenley.macandog123 avatar image kenley.macandog123

@raksina.samasiri


Thank you for the info above.


Is there a script you know that can pull up one entry on a daily basis?


I know the script above and it pulls up the data based on a time range. I need to know if it's possible to get one value at 18:00 on a daily basis. I also need to use the specific data item TRDPRC_1.Close


Appreciate the assistance.

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