Hello.
I want to get weekly or monthly data using historical price summary function, but only I can get daily data.
Should I use another RIC code or function? Please help me. Thanks a lot.
col = ['CMCU3'] start_date = '2019-01-01T00:00:00' end_date = '2021-02-01T00:00:00' df1 = rdp.get_historical_price_summaries(univers = col, interval = rdp.Intervals.WEEKLY, start = start_date, end = end_date)
It could be a bug in the library.
The workaround could be like the following.
col = 'CMCU3'
start_date = '2019-01-01'
end_date = '2021-02-01'
endpoint = rdp.Endpoint(
session = rdp.get_default_session(), # Optionnal
url = "/data/historical-pricing/v1/views/interday-summaries/"+col)
response = endpoint.send_request(
method = rdp.Endpoint.RequestMethod.GET,
query_parameters={
'interval': 'P1W',
'start': start_date,
'end': end_date
}
)
if response.is_success:
headers = [h['name'] for h in response.data.raw[0]['headers']]
df = pd.DataFrame(data=response.data.raw[0]['data'], columns=headers)
display(df)
For monthly data, the interval value is P1M.
