HistoricalPricing.get_summaries

navtej.riyait
navtej.riyait
in Refinitiv Data Platform

When using rdp.HistoricalPricing.get_summaries() function can I define a universe as a list. Eg universe = ['CHF=','JPY=']

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    Hi @navtej.riyait ,

    As RDP Python libraries have been redesigned and renamed to Refinitiv Data Libraries (RD libraries). Alpha versions of former RDP libraries will be maintained for a while, but for new development, it is recommended to use the latest RD libraries which incorporate new features and offer greater usability. Please refer to the following pages for more about the new RD libraries: RD library for Python, RD Library for TypeScript, RD Library for .NET.

    The list can be used in the universe parameter

    import refinitiv.data as rd
    from refinitiv.data.content import historical_pricing

    rd.open_session()

    response = historical_pricing.summaries.Definition(
        ['CHF=','JPY='], 
        interval=Intervals.FIVE_MINUTES
    ).get_data()
    response.data.df

    1692675522059.png

    You can also check more detail on the function and its available parameters with the Python helper function

    help(historical_pricing.summaries.Definition)

    1692675609275.png

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

Answers

  • navtej.riyait
    navtej.riyait

    Thanks Raksina.

    I am trying to install the refinitiv.data library but am getting an error as shown below

    1692707802572.png

  • navtej.riyait
    navtej.riyait

    I have resolved the install issue.

    Now I am testing the following code


    import refinitiv.data as rd
    from refinitiv.data.content import historical_pricing


    rd.open_session(config_name='credentials.json')
    response = historical_pricing.summaries.Definition(
    ['CHF=','JPY='],
    interval=Intervals.FIVE_MINUTES
    ).get_data()
    response.data.df


    Get the following error:

    An error occurred while requesting URL('http://localhost:9060/api/status').

    An error occurred while requesting URL('http://localhost:9060/api/status').

    ConnectError('[WinError 10061] No connection could be made because the target machine actively refused it')

    An error occurred while requesting URL('http://localhost:9000/api/status').

    ReadTimeout('timed out')

    An error occurred while requesting URL('http://localhost:9060/api/status').

    ConnectError('[WinError 10061] No connection could be made because the target machine actively refused it')

    Error: no proxy address identified.

    Check if Desktop is running.









  • raksina.samasiri
    raksina.samasiri admin

    Hi @navtej.riyait ,

    According to the error message, the API was unable to connect to the Eikon or Workspace API proxy running on the local machine. The RD library with the desktop session retrieves data through the Eikon or Workspace API proxy running on the same machine.

    First, you need to make sure that the API proxy is running properly on the machine. Please refer to the Eikon Data API(Python) Troubleshooting article.

  • navtej.riyait
    navtej.riyait

    To get closing prices for a day I have the following code:

    my_list =['GBP=','AUD=']

    try:
    response = historical_pricing.summaries.Definition(
    my_list,
    start=start_date,
    end=end_date,
    fields = ['MID_PRICE'],
    interval=historical_pricing.Intervals.DAILY).get_data()
    resp = response.data.df


    What start_date and end_date do I need to use ?

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