Historical Share price data - Python

peter.akester

Hi, Im looking to pull historical share price data Open,Mid and Close for apple as an example for a period of 12 months but using Apples ISIN code - US0378331005 .

Is this possible? and if so any help would be appreciated.

Many thanks in advance

nick.zincone

Hi @peter.akester

I think the best route for you is to review some learning material that will answer most of your questions. Here are a few links that I believe will help you:

1. Historical Pricing Tutorial
2. Historical Pricing examples

The one thing I will recommend is when you make a request for historical data, you can optionally leave the 'Fields' parameter out. What this will do is return all fields for the data you requested. For example, here are daily prices for Apple:

If I want to get intraday values (5 - minute bars), near 12 GMT:

jonathan.legrand

Hi @peter.akester ,

It is very much possible, have you had a look at this documentation for the RD Python library (link below)?

https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-library-for-python

peter.akester

Hey @jonathan.legrand , ive tried similar but it doesnt seem to work using ISIN codes

frank.ling1

You need to translate ISIN into RIC before leveraging ek.get_timeseries() to retrieve 12 month historical data.

nick.zincone

Hi @peter.akester

The historical API calls only accept RICs. Using the Refinitiv Data Library for Python, you can do the following:

peter.akester

@nick.zincone @frank.ling1 thanks for these. Would it be possible to have an output like this? Im looking to pull multiple ISINs.

nick.zincone

Hi @peter.akester

The backend does not provide a stock response in the way you prefer. The only way I would go about it is to request for your data and programmatically manipulate into your organization. You can request for multiple ISINs but the processing wouldn't necessarily be any less complicated.

peter.akester

@nick.zincone ok think ive got something working. Can i also set a specific time? im wanting to pull the historic data as at 12pm

nick.zincone

Hi @peter.akester

The granularity of the data and the available fields is based on the bars you are requesting. In your case, you are requesting for historical elements based on monthly bars - so for values that are 'LOW_1', 'HIGH_1', etc are the related to the low, high values within a month. I don't know what you should expect to be returned when you get the fields within a monthly bar at 12 p.m? There is a way to request for intraday values within a day and you can specify a time range, but it is unclear what you need.

I would suggest you reach out to the Refinitiv Helpdesk and raise a content question if you want to better understand how the data is collected.

peter.akester

@nick.zincone ahh im UK so its DD/MM/YYYY. so its meant to be daily prices im looking for at 12pm