question

Upvotes
Accepted
1 0 0 0

how to set Summary Interval while extracting data?

I have got a script in R to extract data from Reuters. I would like to extend/change it to set Summary Interval to 1 minute? Could please anyone advise how to do this? Thank you

tick-history-rest-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
Accepted
13.7k 26 8 12

@Urszula.Stawowczyk,

I suggest you look at the Tick History REST tutorial 6, it explains the API calls and workflow to retrieve intervalized (bar) data from Tick History (and yes, it is possible to retrieve 1 minute interval bars). Using this knowledge, you should be able to modify your R script to run this request and retrieve the data.

You might also be interested in the Tick History in R language series of articles. The 3rd article describes an On Demand request, which corresponds to the workflow described in the tutorial I mentioned above.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Upvotes
1 0 0 0

@Christiaan Meihsl Thank you very much, very useful tutorials, I modified my R script and it is working now:)

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

@Urszula.Stawowczyk, thank you for letting me know :-)

Click below to post an Idea Post Idea