Is it possible to get tick history data for currency via Python RD API Historical Summaries

navtej.riyait

Is it possible to get tick history data for currency via Python RD API Historical Summaries ?

wasin.w

Hello @navtej.riyait

I found this information on the LSEG Data Library for Python get_history example page that the "get_history" interface supports the "tick" interval:

• Note 1: The LSEG Data Library for Python is the version 2 of the Refinitiv Data Library for Python.
• Note 2: The Refinitiv Data Library for Pthton version 1.6.x also supports this tick interval too.

I did a quick test with the LSEG Data Library - Python (pypi), and the result is as follows:

Code:

import lseg.data as ld

ld.open_session()

ld.get_history(universe=["EUR="],

fields=["BID", "ASK"],

interval="tick",

start = "2024-08-01", end = "2024-08-20")

Result:

Please note that there is also the LSEG Tick History - REST API which can be access from any REST API libraries such as the Python requests, so I strongly suggest you contact the Account Manager to verify which product is suitable for the client's needs.

erandi.dunumala

Is it possible to generate the same (tick history data) using refinitiv.dataplatform package instead of lseg.data package?

wasin.w

Hello @erandi.dunumala

Like I answered above, the Refinitiv Data Library for Python version 1.6.x also supports this tick interval.

erandi.dunumala

Hi Wasin,

Do you have example/repo link for generating tick history data using Refinitiv Data Library?

wasin.w

Hello @navtej.riyait

The example is available on this LSEG-API-Samples / Example.DataLibrary.Python (main branch )repository.

Note: Please be noticed that it is the same repo as the LSEG Data Library example (the Main branch is "Refinitiv Data Library" and the lseg-data-example branch is for the "LSEG Data Library".

feliciahwilliams6

Yes, you can retrieve historical tick data for currencies via the Refinitiv Data (RD) API's Historical Summaries feature in Python. By using the API, you can query specific currency pairs, define a date range, and request tick-level data. You'll need to authenticate using your API credentials, specify the currency pair (e.g., EUR/USD), and configure the request to retrieve tick data within a given time period. The RD API allows detailed historical price information for foreign exchange, provided you have the proper access and API setup.