Am I able to to programmatically download historical prices for various securities via python - not

salkind
salkind
in Refinitiv Data Platform
Am I able to to programmatically download historical prices for various securities via python - not high frequency or high volume of requests. Also would like to be able to download various security attributes such as coupon amount, maturity, etc
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Best Answer

  • Gurpreet
    Gurpreet
    Answer ✓

    Hi @salkind,

    Yes, you can use the historical-pricing endpoints in RDP to get the history. There is Refinitiv Data Library for Python which has high level objects that you can use to get historical timeseries. See this tutorial, and if you like start from the Quickstart guide.

    The data fields available in this timeseries will depend on the security asset class.

    Edit: I should also add that amount of historical data within RDP is limited to 1 year, and is subjected to other rate and maximum limits as described on the Reference tab on the API playground. If your history needs are granular or wider then this, then a historical data product like Refinitiv TickHistory will be better suited.

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