I want to using EIKON DATA API(get_data) to get LCCc1 data,but BIDSIZE and ASKSIZE is always empty,how can i get it?
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They're not always empty. Many fields including these are emptied during the exchange closing run, which is performed on the datafeed after the exchange close. But during the trading session these fields are populated. I just ran
ek.get_data(['LCCc1'],['BIDSIZE', 'ASKSIZE', 'ACTIV_DATE', 'TIMACT'])
and the result I got is
Instrument BIDSIZE ASKSIZE ACTIV_DATE TIMACT
LCCc1 2 3 2018-03-08 15:19:39
