Refinitiv Eikon Historical Pricing API

openapi: 3.2.0
info:
  title: Refinitiv Eikon Refinitiv Data Platform Historical Pricing…
  description: RESTful APIs providing access to Refinitiv's comprehensive financial data including pricing, ESG data, news, research, alternative data, and streaming services. The platform serves as the central hub for programmatic access to LSEG content. Uses OAuth 2.0 for authentication with access tokens obtained via the token endpoint.
  version: 1.0.0
  contact:
    name: LSEG Developer Support
    url: https://developers.lseg.com
  termsOfService: https://www.refinitiv.com/en/policies/terms-of-use
servers:
- url: https://api.refinitiv.com
  description: Production Server
security:
- bearerAuth: []
tags:
- name: Historical Pricing
  description: Historical price data including interday and intraday summaries
paths:
  /data/historical-pricing/v1/views/interday-summaries/{universe}:
    get:
      operationId: getInterdaySummaries
      summary: Retrieve Interday Pricing Summaries
      description: Returns historical interday summary pricing data for a specified instrument including open, high, low, close, volume, and other summary fields. Supports date range filtering and field selection.
      tags:
      - Historical Pricing
      parameters:
      - $ref: '#/components/parameters/Universe'
      - $ref: '#/components/parameters/StartDate'
      - $ref: '#/components/parameters/EndDate'
      - name: interval
        in: query
        description: Time interval for the summaries. Options include daily, weekly, monthly, quarterly, and yearly.
        schema:
          type: string
          enum:
          - P1D
          - P7D
          - P1M
          - P3M
          - P1Y
      - name: count
        in: query
        description: Maximum number of data points to return.
        schema:
          type: integer
          minimum: 1
      - name: fields
        in: query
        description: Comma-separated list of fields to include in the response.
        schema:
          type: string
      - name: adjustments
        in: query
        description: Comma-separated list of price adjustment types to apply.
        schema:
          type: string
      responses:
        '200':
          description: Successfully retrieved pricing data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HistoricalPricingResponse'
        '400':
          description: Invalid request parameters
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '401':
          description: Unauthorized
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '404':
          description: Instrument not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
  /data/historical-pricing/v1/views/intraday-summaries/{universe}:
    get:
      operationId: getIntradaySummaries
      summary: Retrieve Intraday Pricing Summaries
      description: Returns historical intraday summary pricing data for a specified instrument at configurable intervals. Supports minute-level and hourly granularity for recent trading sessions.
      tags:
      - Historical Pricing
      parameters:
      - $ref: '#/components/parameters/Universe'
      - $ref: '#/components/parameters/StartDate'
      - $ref: '#/components/parameters/EndDate'
      - name: interval
        in: query
        description: Time interval for intraday summaries.
        schema:
          type: string
          enum:
          - PT1M
          - PT5M
          - PT10M
          - PT30M
          - PT60M
          - PT1H
      - name: count
        in: query
        description: Maximum number of data points to return.
        schema:
          type: integer
          minimum: 1
      - name: fields
        in: query
        description: Comma-separated list of fields to include in the response.
        schema:
          type: string
      responses:
        '200':
          description: Successfully retrieved intraday pricing data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HistoricalPricingResponse'
        '400':
          description: Invalid request parameters
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '401':
          description: Unauthorized
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
components:
  schemas:
    HistoricalPricingResponse:
      type: object
      description: Response containing historical pricing data for an instrument.
      properties:
        universe:
          type: array
          description: Array of instrument pricing result sets.
          items:
            type: object
            properties:
              instrumentId:
                type: string
                description: Instrument identifier for the pricing data.
              ric:
                type: string
                description: Reuters Instrument Code.
              displayName:
                type: string
                description: Human-readable name of the instrument.
              data:
                type: array
                description: Array of pricing data points.
                items:
                  $ref: '#/components/schemas/PricingDataPoint'
              headers:
                type: array
                description: Field header definitions for the data array.
                items:
                  type: object
                  properties:
                    name:
                      type: string
                      description: Field name.
                    type:
                      type: string
                      description: Data type of the field.
    Error:
      type: object
      description: Standard error response from the Refinitiv Data Platform.
      properties:
        error:
          type: object
          properties:
            id:
              type: string
              description: Unique error identifier.
            code:
              type: string
              description: Machine-readable error code.
            message:
              type: string
              description: Human-readable error message.
            status:
              type: object
              description: HTTP status information.
              properties:
                code:
                  type: integer
                  description: HTTP status code.
                message:
                  type: string
                  description: HTTP status message.
    PricingDataPoint:
      type: object
      description: A single data point in the historical pricing response.
      properties:
        DATE:
          type: string
          format: date
          description: Trading date for this data point.
        TRDPRC_1:
          type: number
          description: Last trade price or closing price.
        HIGH_1:
          type: number
          description: Highest trade price during the period.
        LOW_1:
          type: number
          description: Lowest trade price during the period.
        OPEN_PRC:
          type: number
          description: Opening trade price for the period.
        ACVOL_UNS:
          type: integer
          description: Accumulated volume (unsigned) for the period.
        BID:
          type: number
          description: Best bid price at close.
        ASK:
          type: number
          description: Best ask price at close.
  parameters:
    StartDate:
      name: start
      in: query
      description: Start date for the data range in ISO 8601 format.
      schema:
        type: string
        format: date-time
    EndDate:
      name: end
      in: query
      description: End date for the data range in ISO 8601 format.
      schema:
        type: string
        format: date-time
    Universe:
      name: universe
      in: path
      required: true
      description: Instrument identifier, typically a RIC such as AAPL.O or IBM.N.
      schema:
        type: string
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: OAuth 2.0 bearer token obtained from the authentication endpoint. Access tokens are valid for five minutes and must be refreshed using the refresh token.
externalDocs:
  description: Refinitiv Data Platform API Documentation
  url: https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation