Hi. I want to fetch historical 1 minute intraday prices for a portfolio of European stocks via API.

lattanzi
lattanzi
in Eikon Data APIs
Hi. I want to fetch historical 1 minute intraday prices for a portfolio of European stocks via API. Which API is the most best for this task? Thanks
Tagged:

Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    Hi @lattanzi - Eikon doesn't hold a deep history of intraday prices - only a few months I believe. If you wanted to get that length of data you would need to look at another product like DataScope Select or Tick History (which can provide tick by tick deep history). You can speak to your Thomson Reuters Account Team to get access. I hope this can help.

Answers

  • jason.ramchandani01
    jason.ramchandani01

    It depends how much intraday history you need. I take it you are using Eikon. If so, have you tried the Eikon Data APIs - Im not sure what environment you are working in? If you are working in python - there is a get_timeseries function that allows you to get quite a bit of intraday price history very easily. Note you can also specify time - but its not necessary you could just put dates in. The data is return in a pandas dataframe already indexed on date.

    '''python
    rics = ['VOD.L', 'HSBA', 'BMWG.DE','ROG.S'] 
    fields = ['OPEN','HIGH','LOW','CLOSE','VOLUME'] 
    df = ek.get_timeseries(rics=rics,fields=fields, start_date='2018-08-23T17:00:00', end_date='2018-08-24T18:00:00', interval='minute') 
    df
  • lattanzi
    lattanzi

    Hi Jason,

    Thank you for your quick reply. I can use either Python (the preferred one), .NET or Java. Python would work but I need 10 years of historical data. How far can I go back in the past?

    Thanks,

    Riccardo

  • lattanzi
    lattanzi

    Hi Jason,

    That helps. Thank you for clarification.

    Best,

    Riccardo

Categories