Availability of intraday price data on oil futures

m1jkf00
m1jkf00
in TRTH

Is there a way to find how far back intraday or TimeAndSales (tick) data for a given RIC without attempting a pull and getting charged for it?

In particular, I am trying to pull 1-minute or 5-minute data on oil future prices prior to 2004. Using the Eikon dashboard (opened using the Excel add-in), I can see that the RIC LCOc1 (just as an example) has daily data back to the late 80's, but I don't see a way to check the availability of higher-frequency data. I do not want to pull this RIC via the API and incur a data charge because the data will only be useful for me if it goes back far enough.

I would appreciate any guidance. Thank you.

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @m1jkf00

    I assume that you are using TickHistoryIntradaySummariesExtractionRequest to receive the intraday data. I have used Search/HistoricalSearch to search for the RIC LCOc1, The returned response contains the FirstDate property.

      {
                "Identifier": "LCOc1",
                "IdentifierType": "Ric",
                "Source": "",
                "Key": "VjF8MHgzMDAwMDAwMDAwMDAwMDAwfDB4MzAwMDAwMDAwMDAwMDAwMHx8fHx8fHxMQ09jMXw",
                "Description": "Historical Instrument",
                "InstrumentType": "Unknown",
                "Status": "Valid",
                "DomainCode": "6",
                "FirstDate": "1996-01-07T00:00:00.000Z",
                "LastDate": "2020-12-29T00:00:00.000Z",
                "History": []
            }

    I can't extract the TickHistoryIntradaySummaries data before that date.

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