Hi, I want to know if it is available to extract 5 years 5-minute equity data (volume, price) from Eikon API?
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There are several APIs for Eikon.
For this question, I assume that you mean Eikon Data API.
The get_timeseries method in the Eikon Data API doesn't support 5 years or 5-minute intervals. It supports the following intervals.
interval: string Data interval. Possible values: 'tick', 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' (Default 'daily') Default: 'daily'
Thanks. One follow up question for tick data. I tried to extract tick data by the following formula as suggested previously. Want to know what the adjustments means?
response = rdp.HistoricalPricing.get_events(universe = 'VOD.L',
start = '2020-10-09T00:00:00.000000000Z',
end = '2020-10-10T23:59:59.999999999Z',
adjustments = [rdp.Adjustments.EXCHANGE_CORRECTION,rdp.Adjustments.MANUAL_CORRECTION])
From the code, you are using Refinitiv Data Platform Libraries. The adjustment has been explained in the https://apidocs.refinitiv.com/.
The supported values of adjustments:
- exchangeCorrection - Apply exchange correction adjustment to historical pricing
- manualCorrection - Apply manual correction adjustment to historical pricing i.e. annotations made by content analysts
- CCH - Apply Capital Change adjustment to historical Pricing due to Corporate Actions e.g. stock split
- CRE - Apply Currency Redenomination adjustment when there is redenomination of currency
- RTS - Apply Reuters TimeSeries adjustment to adjust both historical price and volume
- RPO - Apply Reuters Price Only adjustment to adjust historical price only not volume
- unadjusted - Not apply both exchange/manual correct and CORAX
- qualifiers - Apply price or volume adjustment to historical pricing according to trade/quote qualifier summarization actions e.g. noPrice, noVolume, noPriceAndVolume, noBid, noAsk, noBidAndAsk, outOfSessionIntraday, outOfSessionInterday.
I tried to search for the used API in API playground but cannot get it. May I have more detailed guidance? And want to know the real meaning and logic for the adjustment
You can check the Reference page of the Historical Pricing API for more information.
From the reference page, the data depth available of 1 minute interval (PT1M) is one year.
