How do i get adjusted and unadjusted interval high and low price for a security ?
I want to get the interval high and low price of a security say 'AAPL.O' in the period 2023-01-01 and 2023-04-01 in python, what is the formula for it? Is there a parameter to for getting adjusted prices and non-adjusted prices
Best Answer
-
Hi @thomas.ng
You can also try this, that involves data cloud computations. Adjusted parameter can be 0 or 1.
rd.get_data("AAPL.O",["MAX(TR.HighPrice)","MIN(TR.LowPrice)"], {"SDate": "2023-01-01", "EDate" : "2023-04-01", "Adjusted":1})
2
Answers
-
Thank you for reaching out to us.
You can use the Refinitiv Data Library for Python to retrieve this information. The examples are available on GitHub.
The code looks like this:
rd.get_history(universe="AAPL.O",start="2023-01-01",end="2023-04-01",
fields=["HIGH_1","LOW_1"])
rd.get_history(universe="AAPL.O",start="2023-01-01",end="2023-04-01",
fields=["HIGH_1","LOW_1"],
adjustments="unadjusted")You can run the help(rd.get_history) statement to see all available parameters.
If you don't specify the fields parameter, the method will return all available fields.
1 -
this doesn't work if start date and end date are the same. Any way to overcome this issue ?
0 -
Thanks so much! That's what I tried. When iterating this through a dataframe with 1k rows, this is extremely slow though.0
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 162 App Studio
- 4 Block Chain
- 5 Bot Platform
- 17 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 370 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛