Fetching commodity prices¶
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import refinitiv.data as rd
rd.open_session()
/home/runner/.local/share/virtualenvs/refinitiv-data-python-cookbook-I-HIyNf4/lib/python3.10/site-packages/refinitiv/data/_access_layer/session.py:71:FutureWarning:
You open a platform session using the default value of the signon_control parameter (signon_control=True).
In future library version v2.0, this default will be changed to False.
If you want to keep the same behavior as today, you will need to set the signon_control parameter to True either in the library configuration file
({'sessions':{'platform':{'your_session_name':{'signon_control':true}}}}) or in your code where you create the Platform Session.
These alternative options are already supported in the current version of the library.
<refinitiv.data.session.Definition object at 0x7fa514128c40 {name='rdp'}>
You can use the Refinitiv Data Library for Python to retrieve the latest price of a commodity by passing its Refinitiv Instrument Code to the get_data
function.
Adding an equals sign as a suffix will return the value in US dollars. Here’s the spot price of gold:
rd.get_data("XAU=")
The get_data
query requires that you account have access to real-time trading data, which is not available to all users. If you don’t, you can request the latest "1min"
intervals from the get_history
method.
rd.get_history(
"XAU=",
interval="1min",
).tail(1)
XAU= | BID_HIGH_1 | BID_LOW_1 | OPEN_BID | BID | BID_NUMMOV | ASK_HIGH_1 | ASK_LOW_1 | OPEN_ASK | ASK | ASK_NUMMOV | MID_HIGH | MID_LOW | MID_OPEN | MID_PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Timestamp | ||||||||||||||
2024-08-01 14:03:00 | 2461.89 | 2458.75 | 2459.625 | 2460.75 | 250 | 2462.3 | 2459.26 | 2460.125 | 2461.16 | 250 | 2462.095 | 2459.005 | 2459.875 | 2460.955 |
Historical data¶
You can retrieve historical stock prices by passing a Refinitiv Instrument Code to the get_history
function. By default it returns the closing price for the last 30 days.
rd.get_history('XAU=')
XAU= | HIGH_1 | LOW_1 | MID_PRICE | BID | OPEN_BID | ASK | OPEN_ASK | BID_LOW_1 | BID_HIGH_1 | ASK_LOW_1 | ASK_HIGH_1 |
---|---|---|---|---|---|---|---|---|---|---|---|
Date | |||||||||||
2024-07-04 | 2362.44 | 2350.59 | 2356.37 | 2356.12 | 2353.32 | 2356.62 | 2354.07 | 2350.59 | 2362.44 | 2350.94 | 2362.83 |
2024-07-05 | 2392.84 | 2353.57 | 2391.7683 | 2391.4563 | 2357.26 | 2392.0803 | 2358.76 | 2353.57 | 2392.84 | 2354.5 | 2393.24 |
2024-07-08 | 2391.4226 | 2350.95 | 2359.15 | 2358.7983 | 2391.27 | 2359.5017 | 2392.27 | 2350.95 | 2391.4226 | 2351.37 | 2392.27 |
2024-07-09 | 2371.24 | 2349.39 | 2363.9401 | 2363.5845 | 2358.23 | 2364.2957 | 2358.98 | 2349.39 | 2371.24 | 2349.8 | 2371.8 |
2024-07-10 | 2386.53 | 2362.35 | 2371.4249 | 2371.071 | 2363.43 | 2371.7788 | 2364.18 | 2362.35 | 2386.53 | 2363.1 | 2386.96 |
2024-07-11 | 2424.44 | 2370.59 | 2415.13 | 2414.7786 | 2371.36 | 2415.4814 | 2371.81 | 2370.59 | 2424.44 | 2371.08 | 2424.8 |
2024-07-12 | 2418.19 | 2391.35 | 2411.6549 | 2411.2744 | 2416.09 | 2412.0354 | 2416.84 | 2391.35 | 2418.19 | 2391.7 | 2418.55 |
2024-07-15 | 2439.59 | 2401.17 | 2422.4151 | 2422.074 | 2409.25 | 2422.7561 | 2409.76 | 2401.17 | 2439.59 | 2401.53 | 2439.89 |
2024-07-16 | 2469.59 | 2423.39 | 2468.945 | 2468.573 | 2424.55 | 2469.3169 | 2425.06 | 2423.39 | 2469.59 | 2423.7 | 2470.23 |
2024-07-17 | 2483.6 | 2451.39 | 2458.7602 | 2458.3838 | 2475.9426 | 2459.1365 | 2476.4893 | 2451.39 | 2483.6 | 2451.81 | 2483.9658 |
2024-07-18 | 2474.82 | 2440.21 | 2445.34 | 2444.9688 | 2459.875 | 2445.7112 | 2460.375 | 2440.21 | 2474.82 | 2440.6 | 2475.23 |
2024-07-19 | 2445.56 | 2393.75 | 2401.195 | 2400.79 | 2444.9924 | 2401.6 | 2445.6975 | 2393.69 | 2445.59 | 2394.14 | 2447.0 |
2024-07-22 | 2412.09 | 2383.79 | 2398.0101 | 2397.6475 | 2399.9099 | 2398.3726 | 2400.9099 | 2383.79 | 2412.09 | 2384.2 | 2412.5493 |
2024-07-23 | 2411.97 | 2388.05 | 2409.565 | 2409.2073 | 2396.58 | 2409.9226 | 2397.03 | 2388.05 | 2411.97 | 2388.48 | 2412.3293 |
2024-07-24 | 2431.89 | 2395.99 | 2397.945 | 2397.5859 | 2408.49 | 2398.304 | 2409.39 | 2395.99 | 2431.89 | 2397.0 | 2432.2146 |
2024-07-25 | 2401.09 | 2352.99 | 2364.87 | 2364.4995 | 2398.11 | 2365.2405 | 2398.86 | 2352.99 | 2401.09 | 2353.39 | 2401.5598 |
2024-07-26 | 2390.61 | 2355.69 | 2386.825 | 2385.575 | 2363.85 | 2388.075 | 2364.75 | 2355.69 | 2390.61 | 2356.08 | 2391.04 |
2024-07-29 | 2402.89 | 2369.59 | 2383.9149 | 2383.5371 | 2386.07 | 2384.2927 | 2388.32 | 2369.59 | 2402.89 | 2369.95 | 2403.56 |
2024-07-30 | 2412.7 | 2376.35 | 2408.655 | 2408.43 | 2383.43 | 2408.88 | 2383.88 | 2376.35 | 2412.7 | 2376.68 | 2413.3 |
2024-07-31 | 2450.79 | 2403.7468 | 2448.455 | 2448.0989 | 2409.87 | 2448.811 | 2410.32 | 2403.7468 | 2450.79 | 2403.98 | 2451.2112 |
Multiple instruments¶
You can retrieve data for multiple instruments by passing a list of Refinitiv Instrument Codes to the get_data
and get_history
functions.
rd.get_history(['XAU=', 'XAG='])
XAU= | ... | XAG= | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HIGH_1 | LOW_1 | MID_PRICE | BID | OPEN_BID | ASK | OPEN_ASK | BID_LOW_1 | BID_HIGH_1 | ASK_LOW_1 | ... | LOW_1 | MID_PRICE | BID | OPEN_BID | ASK | OPEN_ASK | BID_LOW_1 | BID_HIGH_1 | ASK_LOW_1 | ASK_HIGH_1 | |
Date | |||||||||||||||||||||
2024-07-04 | 2362.44 | 2350.59 | 2356.37 | 2356.12 | 2353.32 | 2356.62 | 2354.07 | 2350.59 | 2362.44 | 2350.94 | ... | 30.19 | 30.41 | 30.4 | 30.4723 | 30.42 | 30.4973 | 30.19 | 30.5833 | 30.2103 | 30.6035 |
2024-07-05 | 2392.84 | 2353.57 | 2391.7683 | 2391.4563 | 2357.26 | 2392.0803 | 2358.76 | 2353.57 | 2392.84 | 2354.5 | ... | 30.1342 | 31.2254 | 31.2129 | 30.37 | 31.2379 | 30.42 | 30.1342 | 31.4843 | 30.2 | 31.51 |
2024-07-08 | 2391.4226 | 2350.95 | 2359.15 | 2358.7983 | 2391.27 | 2359.5017 | 2392.27 | 2350.95 | 2391.4226 | 2351.37 | ... | 30.42 | 30.815 | 30.79 | 31.15 | 30.84 | 31.2 | 30.42 | 31.3678 | 30.4377 | 31.3831 |
2024-07-09 | 2371.24 | 2349.39 | 2363.9401 | 2363.5845 | 2358.23 | 2364.2957 | 2358.98 | 2349.39 | 2371.24 | 2349.8 | ... | 30.5 | 30.8025 | 30.79 | 30.73 | 30.815 | 30.755 | 30.5 | 31.1479 | 30.52 | 31.1746 |
2024-07-10 | 2386.53 | 2362.35 | 2371.4249 | 2371.071 | 2363.43 | 2371.7788 | 2364.18 | 2362.35 | 2386.53 | 2363.1 | ... | 30.63 | 30.8155 | 30.808 | 30.7765 | 30.823 | 30.8015 | 30.63 | 31.1621 | 30.6574 | 31.19 |
2024-07-11 | 2424.44 | 2370.59 | 2415.13 | 2414.7786 | 2371.36 | 2415.4814 | 2371.81 | 2370.59 | 2424.44 | 2371.08 | ... | 30.7855 | 31.46 | 31.435 | 30.7855 | 31.485 | 30.8005 | 30.7855 | 31.751 | 30.8005 | 31.7625 |
2024-07-12 | 2418.19 | 2391.35 | 2411.6549 | 2411.2744 | 2416.09 | 2412.0354 | 2416.84 | 2391.35 | 2418.19 | 2391.7 | ... | 30.36 | 30.795 | 30.77 | 31.4545 | 30.82 | 31.4795 | 30.36 | 31.4545 | 30.3928 | 31.48 |
2024-07-15 | 2439.59 | 2401.17 | 2422.4151 | 2422.074 | 2409.25 | 2422.7561 | 2409.76 | 2401.17 | 2439.59 | 2401.53 | ... | 30.5063 | 31.035 | 31.01 | 30.8035 | 31.06 | 30.8285 | 30.5063 | 31.0875 | 30.5326 | 31.13 |
2024-07-16 | 2469.59 | 2423.39 | 2468.945 | 2468.573 | 2424.55 | 2469.3169 | 2425.06 | 2423.39 | 2469.59 | 2423.7 | ... | 30.4663 | 31.405 | 31.38 | 30.6695 | 31.43 | 30.6945 | 30.4663 | 31.4 | 30.4942 | 31.44 |
2024-07-17 | 2483.6 | 2451.39 | 2458.7602 | 2458.3838 | 2475.9426 | 2459.1365 | 2476.4893 | 2451.39 | 2483.6 | 2451.81 | ... | 30.03 | 30.301 | 30.2935 | 31.3838 | 30.3085 | 31.4238 | 30.03 | 31.42 | 30.0575 | 31.47 |
2024-07-18 | 2474.82 | 2440.21 | 2445.34 | 2444.9688 | 2459.875 | 2445.7112 | 2460.375 | 2440.21 | 2474.82 | 2440.6 | ... | 29.72 | 30.095 | 30.7 | 30.2935 | 30.12 | 30.3085 | 29.72 | 30.61 | 29.7497 | 30.66 |
2024-07-19 | 2445.56 | 2393.75 | 2401.195 | 2400.79 | 2444.9924 | 2401.6 | 2445.6975 | 2393.69 | 2445.59 | 2394.14 | ... | 28.85 | 29.285 | 29.26 | 29.69 | 29.31 | 29.82 | 28.85 | 29.87 | 28.8799 | 29.92 |
2024-07-22 | 2412.09 | 2383.79 | 2398.0101 | 2397.6475 | 2399.9099 | 2398.3726 | 2400.9099 | 2383.79 | 2412.09 | 2384.2 | ... | 28.72 | 29.225 | 29.2 | 29.18 | 29.25 | 29.26 | 28.72 | 29.428 | 28.7542 | 29.47 |
2024-07-23 | 2411.97 | 2388.05 | 2409.565 | 2409.2073 | 2396.58 | 2409.9226 | 2397.03 | 2388.05 | 2411.97 | 2388.48 | ... | 28.6487 | 29.245 | 29.22 | 29.19 | 29.27 | 29.26 | 28.6487 | 29.32 | 28.6701 | 29.37 |
2024-07-24 | 2431.89 | 2395.99 | 2397.945 | 2397.5859 | 2408.49 | 2398.304 | 2409.39 | 2395.99 | 2431.89 | 2397.0 | ... | 28.87 | 29.015 | 28.99 | 29.2122 | 29.04 | 29.2622 | 28.87 | 29.4482 | 28.8992 | 29.5 |
2024-07-25 | 2401.09 | 2352.99 | 2364.87 | 2364.4995 | 2398.11 | 2365.2405 | 2398.86 | 2352.99 | 2401.09 | 2353.39 | ... | 27.3809 | 27.9888 | 27.9688 | 28.8897 | 28.0087 | 28.9147 | 27.3809 | 28.94 | 27.4329 | 28.99 |
2024-07-26 | 2390.61 | 2355.69 | 2386.825 | 2385.575 | 2363.85 | 2388.075 | 2364.75 | 2355.69 | 2390.61 | 2356.08 | ... | 27.565 | 27.915 | 27.89 | 27.83 | 27.94 | 27.86 | 27.565 | 28.0682 | 27.5943 | 28.11 |
2024-07-29 | 2402.89 | 2369.59 | 2383.9149 | 2383.5371 | 2386.07 | 2384.2927 | 2388.32 | 2369.59 | 2402.89 | 2369.95 | ... | 27.3 | 27.885 | 27.86 | 27.8835 | 27.91 | 27.9585 | 27.3 | 28.1909 | 27.32 | 28.24 |
2024-07-30 | 2412.7 | 2376.35 | 2408.655 | 2408.43 | 2383.43 | 2408.88 | 2383.88 | 2376.35 | 2412.7 | 2376.68 | ... | 27.61 | 28.415 | 28.39 | 27.8843 | 28.44 | 27.8993 | 27.61 | 28.4104 | 27.6317 | 28.46 |
2024-07-31 | 2450.79 | 2403.7468 | 2448.455 | 2448.0989 | 2409.87 | 2448.811 | 2410.32 | 2403.7468 | 2450.79 | 2403.98 | ... | 28.22 | 29.065 | 29.04 | 28.3813 | 29.09 | 28.3963 | 28.22 | 29.04 | 28.2495 | 29.09 |
20 rows × 22 columns
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rd.close_session()