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Hi,
I'm running the following python code to retrieve historical intraday 1 minute data from 2021-01-01 to 2022-01-01. But the results are empty dataframe. What's wrong in this case?
response = historical_pricing.summaries.Definition( universe = "CLv1", start = "2021-01-01", end = "2022-01-01", interval=Intervals.MINUTE, adjustments = [ Adjustments.EXCHANGE_CORRECTION, Adjustments.MANUAL_CORRECTION ] ).get_data() df = response.data.df df
Thank you very much in advance!
Thanks for reaching out to us.
I checked the API documentation of the intraday summaries APIs and found that the intraday time series database only stores up to 1 year of history.
I can retrieve the data if I change the start and end dates.
response = historical_pricing.summaries.Definition(
universe = "CLv1",
start = "2022-05-01",
end = "2023-04-01",
interval=Intervals.MINUTE,
adjustments = [
Adjustments.EXCHANGE_CORRECTION,
Adjustments.MANUAL_CORRECTION
]
).get_data()
df = response.data.df
df
The output is:
If you would like to receive intray-day data before the 1 year of history, you may need to use another product, such as Refinitiv Tick History. Otherwise, you can contact your Refinitiv account team or sales team for more information.
I hope that this information is of help.
