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zdan avatar image
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Calling reference OAS in python API

I'm trying to recreate the following excel api call in python: RHistory(FEED!J1,"ROAS.Timestamp;ROAS.Value","NBROWS:1000 INTERVAL:1D",,"SORT:DESC",J4)

My issue is I'm not sure how to specify that I want the ROAS returned in python, not the index level.

Consider the following code snippet: (line1) EndDate = datetime.now() (line2) StartDate = EndDate - timedelta(days=1000) (line3)MERHWC0_data = ek.get_timeseries([".MERHWC0"], start_date=StartDate, end_date=EndDate) line 3 only returns the close field for .MERHWC0.Is ROAS supported by the python API?

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1 Answer

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Alex Putkov.1 avatar image
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At the moment get_timeseries method can only retrieve a subset of timeseries data available through RHistory function in Eikon Excel. There's no way to specify a timeseries view such as ROAS. Only timeseries that belong to the default view for the instrument can be retrieved using get_timeseries method.
The only two APIs currently available through Eikon that provide the capability to retrieve the data you're after are RHistory COM library, which can only be used in Excel VBA, and Eikon .NET API.

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