Refinitiv Data Library for Python

get_data

Sends a request to the Refinitiv Data Platform to retrieve the historical pricing data described in the historical_pricing.events.Definition object.

Module

refinitiv.data.content.historical_pricing.events

Syntax

definition.get_data(session, on_response)

Parameters

Return value

Response

Usage

The following example demonstrates how to get the last five historical pricing data rows for LSEG.L:

response = historical_pricing.events.Definition(
    universe="LSEG.L",
    count=5,
).get_data()

print(response.data.df)

The following example demonstrates how to get the last five historical pricing data rows for GPB, specifying the start-time, end-time and corrections parameters:

import datetime

import refinitiv.data as rd
from refinitiv.data.content import historical_pricing
from refinitiv.data.content.historical_pricing import Adjustments


rd.open_session()

response = historical_pricing.events.Definition(
    universe="GBP=",
    count=5,
    start=datetime.timedelta(-1),
    end=datetime.timedelta(0),
    adjustments=[
        Adjustments.EXCHANGE_CORRECTION,
        Adjustments.MANUAL_CORRECTION
    ]
).get_data()

print(response.data.df)

The following example demonstrates how to get the last five historical pricing data rows for GPB by specifying a particular interval:

import refinitiv.data as rd
from refinitiv.data.content import historical_pricing
from refinitiv.data.content.historical_pricing import Intervals


rd.open_session()

response = historical_pricing.summaries.Definition(
    "GBP=",
    interval=Intervals.FIVE_MINUTES,
    count=5
).get_data()

print(response.data.df)

Related links

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