Hourly historical data

quant.backtesting
quant.backtesting
in Eikon Data APIs

Hi,

I need an hourly stock price for stocks form 2016 to 2022. Is there any way to get hourly quotes between this time windows? Any help will be highly appreciated.

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Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @quant.backtesting

    I checked and found that the Intraday time-series database used by the get_timeseries method and the Refinitv Data Platform only stores up to 1 year of history.

    1656391117460.png

    Therefore, we can't use Eikon Data API or the /data/historical-pricing/v1/views/intraday-summaries/ endpoint on Refinitiv Data Platform to retrieve hourly historical data in 2016.

    You may consider using another product, such as Refinitiv Tick History. I can use the

    TickHistoryIntradaySummariesExtractionRequest to get the data in 2016.

    1656391977744.png

    I hope this can be of help.



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