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michaelberk99 avatar image
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get_data() frequency and improved documentation.

I am looking to get the average bid/ask price for the last 30 days. After playing with the get_data() function, I was able to get daily requests. However, there is no documentation for changing the frequency. The best resources I could find are below (and this took about 15 minutes to find).

https://community.developers.refinitiv.com/questions/52700/get-data-specify-time-interval.html



Two things:

1. Is there documentation of the fields for each function? If not, can this please be added. It's very inefficient to search through the forum for notation that should be in the docs.

2. How do you change the interval in get_data() to hourly, tick, minute, etc.?


Thanks in advance!



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1 Answer

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chavalit-jintamalit avatar image
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Hi @michaelberk99


Q1. Is there documentation of the fields for each function? If not, can this please be added. It's very inefficient to search through the forum for notation that should be in the docs.


The different fields have different supported parameters.

You are correct to use "Data Item Browser" to see all the supported parameters on each field.


To pass in parameters, you can do it at field level (Copy the formula generated from Data Item Browser, see bottom right after you select any prefer parameters).

Or you can pass in the parameter which should apply to all the fields in your request.


The document for get_data() is at this url.

The document for "Data Item Browser" is at this url.


Q2. How do you change the interval in get_data() to hourly, tick, minute, etc.?

I believe that field available from "Data Item Browser" to be used with get_data() does not support "intraday" interval.



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michaelberk99 avatar image michaelberk99

Hi Chavalit - thanks for the response! I'm aware of the get_data() documentation and the Data Item Browser, but where is the "Frq" field documentation? The high-level function documentation is good, but no specifics provided. Here's an example of what's needed. For question 2, if this is the case, how do I get intraday bid/ask data?

chavalit-jintamalit avatar image chavalit-jintamalit michaelberk99

The "Frq" parameter is a field-specific parameter.

Not every field supports it.

For example, TR.CompanyMarketCap support timeseries and you can use DIB to see what are the available Frq.

M = Monthly, W = Weekly, ... as you could see its document/specification within DIB


get_timeseries() support intraday interval but it also depends on the instrument as well.

And it can only retrieve "default" view of the data.

So you can test it with the instrument you have.

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michaelberk99 avatar image michaelberk99 chavalit-jintamalit

Great thanks! Extremely helpful.

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