For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
3 0 0 1

Get intraday BID/ASK data through ek.get_data

Hello,

I would like to get intraday bid/ask data (for example CO2). Is it possible to get it through Eikon API?

I use code below but it does work only for daily data. I would like to get tick or at least minute data.

data_grid, err = ek.get_data(rics, ['TR.ASKPRICE.Date', 'TR.ASKPRICE', 'TR.BIDPRICE'], parameters={'SDate':'2019-05-01', 'EDate':'2019-05-06'})

How should I change this code please?

In excel i use this formula =RHistory("CFI2Z9";"ASK.Timestamp;ASK.Close";"NBROWS:500 INTERVAL:1M";;"TSREPEAT:NO CH:Fd";F3)

which works for minute data.

Thanks for any help!

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonrics
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
3.8k 4 4 6

Hi @cinert

This is currently not possible, please see the answer on similar question here.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea