Refinitiv Historical Pricing API

openapi: 3.1.0
info:
  title: Refinitiv Data Platform (RDP) APIs Authentication Historical Pricing API
  description: Cloud-enabled RESTful API providing access to streaming and non-streaming financial data, news, research, and analytics. It serves as the primary programmatic interface to the breadth of Refinitiv content on the LSEG Data Platform, including historical pricing, ESG data, news, quantitative analytics, symbology, and search services.
  version: 1.0.0
  contact:
    name: LSEG Developer Support
    url: https://developers.lseg.com/en/support
  termsOfService: https://developers.lseg.com/en/terms-and-conditions
servers:
- url: https://api.refinitiv.com
  description: Production Server
security:
- bearerAuth: []
tags:
- name: Historical Pricing
  description: Access to historical interday and intraday pricing data for financial instruments including summaries, events, and time series.
paths:
  /data/historical-pricing/v1/views/interday-summaries/{universe}:
    get:
      operationId: getInterdaySummaries
      summary: Get Interday Pricing Summaries
      description: Retrieves historical interday pricing summaries for a given instrument, including open, high, low, close, and volume data points. Supports date range filtering and adjustments for corporate actions.
      tags:
      - Historical Pricing
      parameters:
      - $ref: '#/components/parameters/universe'
      - name: start
        in: query
        description: Start date for the historical data range in ISO 8601 format.
        schema:
          type: string
          format: date
      - name: end
        in: query
        description: End date for the historical data range in ISO 8601 format.
        schema:
          type: string
          format: date
      - name: count
        in: query
        description: Maximum number of data points to return.
        schema:
          type: integer
      - name: adjustments
        in: query
        description: Comma-separated list of adjustment types to apply such as exchangeCorrection and capitalChange.
        schema:
          type: string
      responses:
        '200':
          description: Historical pricing data returned successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HistoricalPricingResponse'
        '400':
          description: Invalid request parameters
        '401':
          description: Unauthorized
        '404':
          description: Instrument not found
  /data/historical-pricing/v1/views/intraday-summaries/{universe}:
    get:
      operationId: getIntradaySummaries
      summary: Get Intraday Pricing Summaries
      description: Retrieves historical intraday pricing summaries for a given instrument at configurable intervals. Returns time-stamped OHLCV bars for the requested period.
      tags:
      - Historical Pricing
      parameters:
      - $ref: '#/components/parameters/universe'
      - name: start
        in: query
        description: Start date-time for the data range in ISO 8601 format.
        schema:
          type: string
          format: date-time
      - name: end
        in: query
        description: End date-time for the data range in ISO 8601 format.
        schema:
          type: string
          format: date-time
      - name: interval
        in: query
        description: The interval between data points such as PT1M, PT5M, PT1H.
        schema:
          type: string
      - name: count
        in: query
        description: Maximum number of data points to return.
        schema:
          type: integer
      responses:
        '200':
          description: Intraday pricing data returned successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HistoricalPricingResponse'
        '400':
          description: Invalid request parameters
        '401':
          description: Unauthorized
        '404':
          description: Instrument not found
  /data/historical-pricing/v1/views/events/{universe}:
    get:
      operationId: getHistoricalPricingEvents
      summary: Get Historical Pricing Events
      description: Retrieves historical trade and quote events for a given instrument, providing tick-level data for detailed analysis of market activity.
      tags:
      - Historical Pricing
      parameters:
      - $ref: '#/components/parameters/universe'
      - name: start
        in: query
        description: Start date-time for the data range in ISO 8601 format.
        schema:
          type: string
          format: date-time
      - name: end
        in: query
        description: End date-time for the data range in ISO 8601 format.
        schema:
          type: string
          format: date-time
      - name: count
        in: query
        description: Maximum number of events to return.
        schema:
          type: integer
      responses:
        '200':
          description: Historical pricing events returned successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/HistoricalPricingResponse'
        '400':
          description: Invalid request parameters
        '401':
          description: Unauthorized
        '404':
          description: Instrument not found
components:
  parameters:
    universe:
      name: universe
      in: path
      required: true
      description: The instrument identifier, typically a RIC such as IBM.N or AAPL.O.
      schema:
        type: string
  schemas:
    HistoricalPricingResponse:
      type: object
      properties:
        universe:
          type: object
          properties:
            ric:
              type: string
              description: The RIC identifier for the instrument.
            displayName:
              type: string
              description: The display name of the instrument.
        data:
          type: array
          items:
            type: object
            description: Individual pricing data points with fields such as date, open, high, low, close, volume, and count.
        headers:
          type: array
          items:
            type: object
            properties:
              name:
                type: string
                description: The field name.
              type:
                type: string
                description: The data type of the field.
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
      description: OAuth 2.0 Bearer token obtained from the /auth/oauth2/v1/token endpoint. Access tokens are valid for five minutes.
externalDocs:
  description: Refinitiv Data Platform API Documentation
  url: https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation