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No mid close timeseries data.

Hello there.

It seems you are providing only a close price on the timeseries function.

I need time series of a mid close price.

I think this is because the scripting API service is beta.

Do you have any plan to provide the time series data?

Thank you.

Regards.

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Not sure if this is what you want but I rerieve daily Mid Price with get_data() function :

>>> data,err = ek.get_data('KRWQMCD7Y=PREA',['TR.MIDPRICE.Date','TR.ASKPRICE','TR.BIDPRICE','TR.MIDPRICE'], parameters ='SDate':'2017-07-01','EDate':'2017-07-14'})
>>> data
       Instrument                  Date  Ask Price  Bid Price  Mid Price
0  KRWQMCD7Y=PREA  2017-07-03T00:00:00Z      1.855      1.820     1.8375
1  KRWQMCD7Y=PREA  2017-07-04T00:00:00Z      1.880      1.845     1.8625
2  KRWQMCD7Y=PREA  2017-07-05T00:00:00Z      1.880      1.845     1.8625
3  KRWQMCD7Y=PREA  2017-07-06T00:00:00Z      1.880      1.850     1.8650
4  KRWQMCD7Y=PREA  2017-07-07T00:00:00Z      1.940      1.910     1.9250
5  KRWQMCD7Y=PREA  2017-07-10T00:00:00Z      1.915      1.880     1.8975
6  KRWQMCD7Y=PREA  2017-07-11T00:00:00Z      1.910      1.875     1.8925
7  KRWQMCD7Y=PREA  2017-07-12T00:00:00Z      1.905      1.870     1.8875
8  KRWQMCD7Y=PREA  2017-07-13T00:00:00Z      1.875      1.845     1.8600
9  KRWQMCD7Y=PREA  2017-07-14T00:00:00Z      1.880      1.850     1.8650

That seems to match with CLOSE values from get_timeseries() :

>>> ek.get_timeseries('KRWQMCD7Y=PREA','CLOSE', start_date='2017-07-01', end_date='2017-07-14')
KRWQMCD7Y=PREA  CLOSE
Date
2017-07-03      1.820
2017-07-04      1.845
2017-07-05      1.845
2017-07-06      1.850
2017-07-07      1.910
2017-07-10      1.880
2017-07-11      1.875
2017-07-12      1.870
2017-07-13      1.845
2017-07-14      1.850

Regards

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What is the exact instrument (RIC) you are looking for please?

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Interest rate swaps. such as KRWQMCD7Y=PREA.

Thank you.

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