rd.getHistory with Interval = tas and Conditions

dgarrard
dgarrard
in Refinitiv Data Platform Libraries

I am trying to retrieve the 'CONDITIONS' data when calling rd_getHistory with the Time and Sales ("tas") interval for equity instruments:

df = rd.get_history(universe, start = "2024-07-18T13:30:00.000", end = "2024-07-18T20:00:00.000", fields=["TRDPRC_1","TRDVOL_1","CONDITIONS"], interval = "tas")

In Workspace if I display the Time and Sales on screen the "Conditions" can be seen. When I run the above code I get no data in the conditions column:

Timestamp,TRDPRC_1,TRDVOL_1,CONDITIONS
2024-07-18 13:30:00.199,170.13,37,
2024-07-18 13:30:02.472,170.15,200,
2024-07-18 13:30:02.472,170.08,1,
2024-07-18 13:30:02.472,170.13,1,
2024-07-18 13:30:02.472,170.13,1,


Thank you



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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @dgarrard

    Thank you for reaching out to us.

    Please share RICs that you are using. Therefore, I can test it.

    You can remove the fields parameter to get all available fields. 

    df = rd.get_history(["IBM.N"], 
                        start = "2024-07-18T13:30:00.000", 
                        end = "2024-07-18T20:00:00.000", 
                        #fields=["TRDPRC_1","TRDVOL_1","CONDITIONS"], 
                        interval = "tas")


    df.columns

    1721372330335.png


Answers

  • dgarrard
    dgarrard

    Thank you for the rapid response. Here are a few sample rics:

    ["LEN","ARE.TO","AEM.TO","MU.O"]

  • dgarrard
    dgarrard

    QUALIFIERS is giving me some data:

    Timestamp,TRDPRC_1,TRDVOL_1,QUALIFIERS

    2024-07-18 13:30:00.199,170.13,37, I[GV4_TEXT];ODD[IRGCOND]

    2024-07-18 13:30:02.472,170.15,200, [LSTSALCOND]

    2024-07-18 13:30:02.472,170.08,1, 4 I[GV4_TEXT]

    2024-07-18 13:30:02.472,170.13,1, I[GV4_TEXT];ODD[IRGCOND]

    2024-07-18 13:30:02.472,170.13,1, I[GV4_TEXT];ODD[IRGCOND]

    2024-07-18 13:30:02.472,170.08,23, 4 I[GV4_TEXT]

    2024-07-18 13:30:02.472,169.6,21, O I[GV4_TEXT]

    2024-07-18 13:30:02.472,169.81,1, I[GV4_TEXT];ODD[IRGCOND]

    2024-07-18 13:30:02.472,170.5,1, I[GV4_TEXT];ODD[IRGCOND]

    2024-07-18 13:30:02.472,170.08,23145, O [LSTSALCOND]; [PRC_QL2]


    But I am unsure how that maps to Conditions (or not)

  • Jirapongse
    Jirapongse

    Please contact the Historical Pricing API support team direclty via MyAccount regarding how to use it.

    1721382177062.png

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