Refinitiv Data API returns empty historical pricing

sou_u
sou_u
in Eikon Data APIs

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!

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @sou_u

    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:

    1682299187313.png

    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.

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