Fetching stock 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 0x7feeec510c40 {name='rdp'}>
You can use the Refinitiv Data Library for Python to retrieve the latest stock prices for a single company by passing its Refinitiv Instrument Code to the get_data function.
rd.get_data("TRI.TO")
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(
"TRI.TO",
interval="1min",
).tail(1)
/home/runner/.local/share/virtualenvs/refinitiv-data-python-cookbook-I-HIyNf4/lib/python3.10/site-packages/refinitiv/data/_tools/_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set `pd.set_option('future.no_silent_downcasting', True)`
| TRI.TO | HIGH_1 | LOW_1 | OPEN_PRC | TRDPRC_1 | NUM_MOVES | ACVOL_UNS | HIGH_YLD | LOW_YLD | OPEN_YLD | YIELD | ... | 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 13:47:00 | 219.67 | 218.9 | 219.18 | 218.9 | 70 | 7500 | <NA> | <NA> | <NA> | <NA> | ... | 987 | 220.37 | 218.95 | 219.24 | 218.95 | 987 | <NA> | <NA> | <NA> | <NA> |
1 rows × 24 columns
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('TRI.N')
/home/runner/.local/share/virtualenvs/refinitiv-data-python-cookbook-I-HIyNf4/lib/python3.10/site-packages/refinitiv/data/_tools/_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set `pd.set_option('future.no_silent_downcasting', True)`
| TRI.N | TRDPRC_1 | HIGH_1 | LOW_1 | ACVOL_UNS | OPEN_PRC | BID | ASK | TRNOVR_UNS | VWAP | BLKCOUNT | BLKVOLUM | NUM_MOVES | TRD_STATUS | SALTIM |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | ||||||||||||||
| 2024-07-03 | 168.4 | 170.29 | 168.4 | 55852 | 168.4 | 168.4 | 168.5 | 9439595 | 169.0109 | <NA> | <NA> | 955 | 1 | 75600 |
| 2024-07-05 | 169.22 | 169.7 | 167.58 | 88376 | 169.7 | 169.12 | 169.13 | 14913500 | 168.7506 | 1 | 18545 | 1108 | 1 | 72600 |
| 2024-07-08 | 167.87 | 169.58 | 166.91 | 83826 | 169.58 | 167.87 | 167.97 | 14066352 | 167.8042 | 1 | 16245 | 1113 | 1 | 72600 |
| 2024-07-09 | 167.02 | 168.78 | 166.9 | 82874 | 168.01 | 167.07 | 167.12 | 13865832 | 167.3122 | 1 | 18381 | 1033 | 1 | 72600 |
| 2024-07-10 | 167.69 | 167.99 | 166.94 | 97018 | 167.07 | 167.58 | 167.69 | 16262454 | 167.6231 | 1 | 13290 | 1432 | 1 | 72600 |
| 2024-07-11 | 165.16 | 169.58 | 164.74 | 147061 | 168.0 | 165.05 | 165.16 | 24358644 | 165.6363 | 1 | 42893 | 1639 | 1 | 72600 |
| 2024-07-12 | 165.06 | 166.17 | 165.05 | 100635 | 166.09 | 165.06 | 165.13 | 16643040 | 165.3802 | 1 | 21061 | 1444 | 1 | 72600 |
| 2024-07-15 | 164.02 | 165.9 | 163.56 | 75929 | 165.52 | 164.01 | 164.02 | 12466755 | 164.1896 | 1 | 21484 | 1198 | 1 | 72600 |
| 2024-07-16 | 165.0 | 165.32 | 163.87 | 133537 | 164.59 | 164.96 | 165.0 | 21987432 | 164.6542 | 1 | 29172 | 1387 | 1 | 72600 |
| 2024-07-17 | 164.01 | 164.22 | 162.89 | 334264 | 164.13 | 163.98 | 163.99 | 54746815 | 163.7832 | 1 | 47958 | 3205 | 1 | 72600 |
| 2024-07-18 | 163.1 | 164.15 | 161.49 | 184118 | 164.05 | 163.08 | 163.09 | 30007919 | 162.982 | 1 | 39705 | 1896 | 1 | 72600 |
| 2024-07-19 | 162.66 | 163.9 | 162.15 | 122164 | 163.31 | 162.63 | 162.73 | 19904438 | 162.9321 | 1 | 37538 | 1351 | 1 | 72600 |
| 2024-07-22 | 165.66 | 165.78 | 163.59 | 82251 | 163.59 | 165.59 | 165.64 | 13594002 | 165.2746 | 1 | 17538 | 1019 | 1 | 72600 |
| 2024-07-23 | 165.0 | 166.36 | 165.0 | 65563 | 165.8 | 165.0 | 165.06 | 10846048 | 165.4294 | 1 | 22516 | 925 | 1 | 72600 |
| 2024-07-24 | 163.5 | 164.56 | 162.57 | 127207 | 164.56 | 163.46 | 163.51 | 20791111 | 163.4431 | 1 | 40941 | 1308 | 1 | 72600 |
| 2024-07-25 | 162.34 | 164.49 | 162.29 | 100268 | 163.88 | 162.27 | 162.29 | 16343208 | 162.9953 | 1 | 20387 | 1339 | 1 | 72600 |
| 2024-07-26 | 161.7 | 163.32 | 161.16 | 131102 | 163.32 | 161.7 | 161.71 | 21210983 | 161.7899 | 1 | 36146 | 1612 | 1 | 72600 |
| 2024-07-29 | 162.09 | 162.39 | 160.785 | 181295 | 161.95 | 162.06 | 162.13 | 29312487 | 161.6839 | 1 | 31594 | 2188 | 1 | 72600 |
| 2024-07-30 | 160.63 | 162.99 | 160.11 | 117846 | 162.35 | 160.62 | 160.63 | 18962368 | 160.908 | 1 | 27198 | 1548 | 1 | 72600 |
| 2024-07-31 | 161.92 | 162.71 | 160.42 | 115334 | 161.58 | 161.9 | 162.03 | 18681567 | 161.978 | 1 | 35134 | 1466 | 1 | 72600 |
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(['TRI.N', 'LSEG.L'])
/home/runner/.local/share/virtualenvs/refinitiv-data-python-cookbook-I-HIyNf4/lib/python3.10/site-packages/refinitiv/data/_tools/_dataframe.py:177:FutureWarning: Downcasting object dtype arrays on .fillna, .ffill, .bfill is deprecated and will change in a future version. Call result.infer_objects(copy=False) instead. To opt-in to the future behavior, set `pd.set_option('future.no_silent_downcasting', True)`
| TRI.N | ... | LSEG.L | |||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TRDPRC_1 | HIGH_1 | LOW_1 | ACVOL_UNS | OPEN_PRC | BID | ASK | TRNOVR_UNS | VWAP | BLKCOUNT | ... | OPN_AUCVOL | OPN_AUC | CLS_AUC | TRD_STATUS | INT_AUC | INT_AUCVOL | EX_VOL_UNS | ALL_C_MOVE | ELG_NUMMOV | NAVALUE | |
| Date | |||||||||||||||||||||
| 2024-07-03 | 168.4 | 170.29 | 168.4 | 55852 | 168.4 | 168.4 | 168.5 | 9439595 | 169.0109 | <NA> | ... | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> |
| 2024-07-04 | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | <NA> | ... | 7980 | 9246 | 9274 | 1 | <NA> | <NA> | 832278 | 2738 | 2411 | <NA> |
| 2024-07-05 | 169.22 | 169.7 | 167.58 | 88376 | 169.7 | 169.12 | 169.13 | 14913500 | 168.7506 | 1 | ... | 3074 | 9288 | 9312 | 1 | <NA> | <NA> | 1658137 | 4351 | 3636 | <NA> |
| 2024-07-08 | 167.87 | 169.58 | 166.91 | 83826 | 169.58 | 167.87 | 167.97 | 14066352 | 167.8042 | 1 | ... | 2012 | 9324 | 9274 | 1 | <NA> | <NA> | 753500 | 3191 | 2525 | <NA> |
| 2024-07-09 | 167.02 | 168.78 | 166.9 | 82874 | 168.01 | 167.07 | 167.12 | 13865832 | 167.3122 | 1 | ... | 5191 | 9272 | 9234 | 1 | <NA> | <NA> | 695325 | 4094 | 3517 | <NA> |
| 2024-07-10 | 167.69 | 167.99 | 166.94 | 97018 | 167.07 | 167.58 | 167.69 | 16262454 | 167.6231 | 1 | ... | 5179 | 9270 | 9216 | 1 | <NA> | <NA> | 518315 | 3167 | 2714 | <NA> |
| 2024-07-11 | 165.16 | 169.58 | 164.74 | 147061 | 168.0 | 165.05 | 165.16 | 24358644 | 165.6363 | 1 | ... | 9565 | 9236 | 9370 | 1 | <NA> | <NA> | 882786 | 6806 | 5964 | <NA> |
| 2024-07-12 | 165.06 | 166.17 | 165.05 | 100635 | 166.09 | 165.06 | 165.13 | 16643040 | 165.3802 | 1 | ... | 5916 | 9414 | 9428 | 1 | <NA> | <NA> | 727996 | 3968 | 3364 | <NA> |
| 2024-07-15 | 164.02 | 165.9 | 163.56 | 75929 | 165.52 | 164.01 | 164.02 | 12466755 | 164.1896 | 1 | ... | 9442 | 9392 | 9482 | 1 | <NA> | <NA> | 1287545 | 3099 | 2686 | <NA> |
| 2024-07-16 | 165.0 | 165.32 | 163.87 | 133537 | 164.59 | 164.96 | 165.0 | 21987432 | 164.6542 | 1 | ... | 4530 | 9476 | 9448 | 1 | <NA> | <NA> | 776402 | 3350 | 3061 | <NA> |
| 2024-07-17 | 164.01 | 164.22 | 162.89 | 334264 | 164.13 | 163.98 | 163.99 | 54746815 | 163.7832 | 1 | ... | 10205 | 9450 | 9404 | 1 | <NA> | <NA> | 674293 | 4045 | 3544 | <NA> |
| 2024-07-18 | 163.1 | 164.15 | 161.49 | 184118 | 164.05 | 163.08 | 163.09 | 30007919 | 162.982 | 1 | ... | 5186 | 9442 | 9470 | 1 | <NA> | <NA> | 706721 | 4458 | 4074 | <NA> |
| 2024-07-19 | 162.66 | 163.9 | 162.15 | 122164 | 163.31 | 162.63 | 162.73 | 19904438 | 162.9321 | 1 | ... | 5387 | 9432 | 9422 | 1 | 9420 | 60664 | 1418642 | 3780 | 3422 | <NA> |
| 2024-07-22 | 165.66 | 165.78 | 163.59 | 82251 | 163.59 | 165.59 | 165.64 | 13594002 | 165.2746 | 1 | ... | 1882 | 9438 | 9436 | 1 | <NA> | <NA> | 501699 | 2733 | 2255 | <NA> |
| 2024-07-23 | 165.0 | 166.36 | 165.0 | 65563 | 165.8 | 165.0 | 165.06 | 10846048 | 165.4294 | 1 | ... | 3169 | 9412 | 9454 | 1 | <NA> | <NA> | 602844 | 3238 | 2794 | <NA> |
| 2024-07-24 | 163.5 | 164.56 | 162.57 | 127207 | 164.56 | 163.46 | 163.51 | 20791111 | 163.4431 | 1 | ... | 5190 | 9400 | 9436 | 1 | <NA> | <NA> | 539979 | 2668 | 2415 | <NA> |
| 2024-07-25 | 162.34 | 164.49 | 162.29 | 100268 | 163.88 | 162.27 | 162.29 | 16343208 | 162.9953 | 1 | ... | 8891 | 9366 | 9374 | 1 | <NA> | <NA> | 2296441 | 4693 | 4416 | <NA> |
| 2024-07-26 | 161.7 | 163.32 | 161.16 | 131102 | 163.32 | 161.7 | 161.71 | 21210983 | 161.7899 | 1 | ... | 7480 | 9372 | 9478 | 1 | <NA> | <NA> | 659160 | 4743 | 4287 | <NA> |
| 2024-07-29 | 162.09 | 162.39 | 160.785 | 181295 | 161.95 | 162.06 | 162.13 | 29312487 | 161.6839 | 1 | ... | 12573 | 9518 | 9468 | 1 | <NA> | <NA> | 428074 | 3622 | 3183 | <NA> |
| 2024-07-30 | 160.63 | 162.99 | 160.11 | 117846 | 162.35 | 160.62 | 160.63 | 18962368 | 160.908 | 1 | ... | 9770 | 9470 | 9468 | 1 | <NA> | <NA> | 978573 | 3093 | 2815 | <NA> |
| 2024-07-31 | 161.92 | 162.71 | 160.42 | 115334 | 161.58 | 161.9 | 162.03 | 18681567 | 161.978 | 1 | ... | 5447 | 9516 | 9470 | 1 | <NA> | <NA> | 2185382 | 5463 | 4934 | <NA> |
21 rows × 46 columns
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rd.close_session()