rd_GetHistory: The get_history function allows you to retrieve pricing...

In GreenGrassBlueOcean/RefinitivR: Connect to Datastream and python Eikon api in r

The get_history function allows you to retrieve pricing history, as well as Fundamental and Reference data history through a single function call.

Description

The get_history function allows you to retrieve pricing history, as well as Fundamental and Reference data history through a single function call.

Usage

rd_GetHistory(
  RD = RDConnect(),
  universe = NULL,
  fields = NULL,
  parameters = NULL,
  interval = NULL,
  start = NULL,
  end = NULL,
  adjustments = NULL,
  count = NULL,
  use_field_names_in_headers = TRUE,
  SpaceConvertor = NULL,
  debug = FALSE
)

Arguments

RD	Refinitiv data object (currently only RDconnect())
universe	Instruments to request str or vector
fields	Fields to request str or vector
parameters	a named key value list for setting parameters, Default: NULL
interval	Date interval. Supported intervals are: ["minute", "1min", "5min", "10min", "30min", "60min", "hourly", "1h", "daily", "1d", "1D", "7D", "7d", "weekly", "1W", "monthly", "1M", "quarterly", "3M", "6M", "yearly", "12M", "1Y"]
start	The start date and timestamp of the requested history str, date
end	The end date and timestamp of the requested history str, date
adjustments	Tells the system whether to apply or not apply CORAX (Corporate Actions) events or exchange/manual corrections or price and volume adjustment according to trade/quote qualifier summarization actions to historical time series data. Possible values are ["exchangeCorrection", "manualCorrection", "CCH", "CRE", "RTS", "RPO", "unadjusted", "qualifiers"]
count	The maximum number of data points returned. Values range: 1 - 10000
use_field_names_in_headers	boolean If True - returns field name as column headers for data instead of title, it is advisable to leave this setting to TRUE to prevent the issue with two date columns when using specific fields like e.g.
SpaceConvertor	converts spaces in variables name into one of the following characters ".", "," , "-", "_", default is NULL, use this for compatability with eikon
debug	boolean, default = FALSE, if TRUE, prints out the url used to retrieve the data

Details

This function is currently work in progress and only works with RDConnect (python), directJson is not available for this function.

#section regarding adjustments parameters:

The vector of adjustment types (comma delimiter) that tells the system whether to apply or not apply CORAX (Corporate Actions) events or exchange/manual corrections to historical time series data.

The supported values of adjustments :

• "unadjusted" Not apply both exchange/manual corrections and CORAX

• "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

• "RPO" Apply Reuters Price Only adjustment to adjust historical price only not volume

• "RTS" Apply Reuters TimeSeries adjustment to adjust both historical price and volume

• "qualifiers" Apply price or volume adjustment to historical pricing according to trade/quote qualifier summarization actions

Value

data.frame

Examples

## Not run: 
RDObject <-  RDConnect("your api key here", PythonModule = "JSON")
timeseries1 <-  rd_GetHistory(universe=c("AAPL.O", "NVDA.O"))
timeseries2 <- rd_GetHistory(universe="GOOG.O"
                            ,fields = c("BID", "ASK"),interval="tick",count=5)

test <- rd_GetHistory(universe= "AAPL.O"
                     , fields = c("TR.IssueMarketCap(Scale=6,ShType=FFL)"
                       ,"TR.FreeFloatPct()/100/*FreefloatWeight*/"
                       ,"TR.IssueSharesOutstanding(Scale=3)/*shares outstanding*/"
                       ,"TR.CLOSEPRICE(Adjusted=0)/*close*/")
                     , parameters = list("Curn" = "USD"
                     , "SDate" = "2020-10-27", "EDate" = "2020-12-01"))

test <- rd_GetHistory(universe = c("GOOG.O","AAPL.O")
                       , fields = c("TR.Revenue","TR.GrossProfit")
                       , parameters = list("SDate" = "0CY", "Curn" = "CAD"))
test <-  rd_GetHistory(universe = c("GOOG.O","AAPL.O")
                      , fields = c("TR.PriceTargetMean(SDate:0CY)","TR.LOWPRICE(SDate:0d)"))


test <- rd_GetHistory( universe = c("GOOG.O","MSFT.O","FB.O","AMZN.O")
                     ,fields = c("TR.Revenue.date","TR.Revenue","TR.GrossProfit")
                     ,parameters = list("Scale" = 6,"SDate" = 0
                     ,"EDate" = -3,"FRQ" = "FY", "Curn" = "EUR"))

## End(Not run)

GreenGrassBlueOcean/RefinitivR documentation built on Feb. 1, 2024, 1:37 a.m.