I want the biggest intraday move so if I have a timeseries with a minute interval at what point

Radeesh

I am trying to find an example in codebook examples how I can retrieve the biggest intraday move of an instrument in a timeseries data overview. So put differently what is the code to retrieve this data preferable with a supported event that triggered the move.

for ICE Endex TTFA Day ahead and Month ahead

0#TFMBM this is for month ahead but the code will probable work the same for day ahead

User wants the biggest intraday move so if I have a timeseries with a minute interval at what point is move the biggest compared to the previous minute

Jirapongse

@Radeesh

Thank you for reaching out to us.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data or =RDP.HistoricalPricing, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code.