Refinitiv Data Library for Python

get_data

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

Module

refinitiv.data.content.historical_pricing.summaries

Syntax

get_data(session, on_response)

Parameters

Value Description Data type Optional Default value
session Session object. If it's not passed the default session will be used. Session object Yes None
on_response Callable function to process the retrieved data. Callable Yes None

Return value

Response

Usage

The following examples demonstrates how to retrieve the historical pricing summary data for GPB during the past 5 days:

response = historical_pricing.summaries.Definition(
    universe="GBP=",
    count=5,
).get_data()
Response
Date BID ASK BID_HIGH_1 BID_LOW_1 OPEN_BID MID_PRICE NUM_BIDS ASK_LOW_1 ASK_HIGH_1 ASIAOP_BID ASIAHI_BID ASIALO_BID ASIACL_BID EUROP_BID EURHI_BID EURLO_BID EURCL_BID AMEROP_BID AMERHI_BID AMERLO_BID AMERCL_BID OPEN_ASK
2022-05-10 00:00:00 1.2322 1.2326 1.2375 1.229 1.233 1.2324 136807 1.2292 1.2378 1.233 1.2375 1.2314 1.2315 1.2365 1.2375 1.229 1.2311 1.2347 1.2356 1.229 1.2322 1.2334
2022-05-11 00:00:00 1.225 1.2253 1.24 1.2234 1.2323 1.22515 131098 1.2238 1.2403 1.2323 1.2347 1.2302 1.2342 1.2336 1.24 1.2275 1.2315 1.2338 1.24 1.2234 1.225 1.2326
2022-05-12 00:00:00 1.2199 1.2203 1.226 1.2164 1.2259 1.2201 155651 1.2166 1.2263 1.2259 1.226 1.2178 1.2199 1.2206 1.2247 1.2164 1.2194 1.2205 1.2247 1.217 1.2199 1.2263
2022-05-13 00:00:00 1.2261 1.2265 1.2265 1.2154 1.2198 1.2263 121398 1.2157 1.2269 1.2198 1.2231 1.219 1.2215 1.2221 1.2244 1.2154 1.224 1.2198 1.2265 1.2154 1.2261 1.2203
2022-05-16 00:00:00 1.2317 1.2321 1.2329 1.2215 1.2233 1.2319 119220 1.2218 1.2333 1.2233 1.2297 1.2215 1.2219 1.2238 1.2273 1.2215 1.2269 1.2264 1.2329 1.2233 1.2317 1.2239

The following example demonstrates how to retrieve the historical pricing summary data for GPB over the past 5 days, specifying the particular fields. 

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


response = historical_pricing.summaries.Definition(
    universe="GBP=",
    interval=Intervals.DAILY,
    count=5,
    fields=["BID", "ASK", "OPEN_PRC", "HIGH_1", "LOW_1", "TRDPRC_1", "NUM_MOVES", "TRNOVR_UNS"]
).get_data()

print(response.data.df.to_string())
Response
BID ASK TRDPRC_1 NUM_MOVES LOW_1 TRNOVR_UNS OPEN_PRC HIGH_1
2022-05-23 00:00:00 1.2588 1.2592 N/A N/A N/A N/A N/A N/A
2022-05-24 00:00:00 1.2529 1.2533 N/A N/A N/A N/A N/A N/A
2022-05-25 00:00:00 1.2564 1.2568 N/A N/A N/A N/A N/A N/A
2022-05-26 00:00:00 1.2594 1.2598 N/A N/A N/A N/A N/A N/A
2022-05-27 00:00:00 1.2616 1.262 N/A N/A N/A N/A N/A N/A

None