Quote Historic Data AdvDecline
Hi. Im looking at the ticker ".AD.N" advance declines.
I can see the fields like VOLUME_ADV, VOLUME_DEC in the dataitem browser
Is it possible to get historic data for this? Seems I can only retrieve the last date.
I've tried:
df,err = ek.get_data('.AD.N',['VOLUME_ADV'],{'SDate':'2020-09-01','EDate':'2020-10-30'})
This only retrieves the latest day.
I've also tried:
df2 = ek.get_timeseries('.AD.N', fields='*',start_date='2020-09-01', end_date='2020-10-30', interval='daily')
This retrieves only the Volume difference (cant seem to find any other fields)
I would like historic data for fields like: 'VOLUME_DEC','ISSUES_DEC','ISSUES_ADV','VOLUME_ADV'
Thank you
Best Answer
-
Hi @bchip
Per @jirapongse.phuriphanvichai's input.
You can use RDP Lib in Python.
1. Please install RDP Lib
pip install refinitiv.dataplatform
If you already have it installed, please update it to the latest version
pip install --upgrade refinitiv.dataplatform
2. You can follow this sample code:
import refinitiv.dataplatform as rdp
rdp.open_desktop_session('xxxx') # your valid app key
df = rdp.get_historical_price_summaries(
universe = '.AD.N',
interval = rdp.Intervals.DAILY,
start = '20201001',
end = '20201101',
fields = ['ISSUES_ADV','ISSUES_DEC']
)
df.tail(10)2
Answers
-
Hi @bchip
The fields you are requesting data for, they do not support timeseries retrieval.
You can use Data Item Browser to check its supported parameters:
You can submit a ticket to Refinitiv Content Helpdesk to clarify if there is any fields carrying timeseries data on the fields you are interested in.
The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/Please ask for the data field name(if any) so you can check them using "Data Item Browser" and with the API call.
1 -
Otherwise, you can try Refinitiv Data Platform Libraries. The historical-pricing endpoint can return the following information.
0 -
Awesome, thanks so much for the responses!
I got this working
0
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