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Daily End of the day data fetch using EIKON SDK

How to fetch End of the day exchange rate for India using EIKON SDK . Currently EOD data is being fetched by EIKON-Excel application however it is a manual process. Kindly suggest how to proceed with exchange rate download

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Hi @Dinesh

Please refer to document for get_timeseries method at this page.

You can pass in time, note that it is in GMT.

The method call support minute so you can retrieve data around 12:30GMT (18.00 India time).


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Hi @Dinesh

Please follow this quick start guide on this URL.

Once you have the environment setup.

You can try this code:

import eikon as ek
ek.set_app_key('<your app key>')
df = ek.get_timeseries(["INR="], start_date="2019-09-01", end_date="2019-09-17")
df



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Thanks for your reply .

However my requirement is to get Exchange Rate for INR=IN ,Date :18/09/2019 :TIME : 18:00 ,Time ZONE:DEL

Can you help me in getting value using these parameters .

As above code is working however I am not able to get desired data as per above requirement .


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Hi @chavalit.jintamalit


Thanks for your reply .

Can you suggest how to fetch SPOT BID and ASK rate using EIKON API.

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Hi @Dinesh

Try this code:

df, e = ek.get_data("INR=",["CF_BID","CF_ASK"])
df
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Hi @chavalit.jintamalit ,

My equivalent Excel code is as below.

=RHistory("INR=IN","BID.Timestamp;BID.Close","END:"&H9&" TIMEZONE:"&$H$4&" NBROWS:1 INTERVAL:1D",,"TSREPEAT:NO") where:
H9 holds the end date with time in the DD-MMM-YYYY:HH:MM format.
H4 holds the timezone DEL

Can you please provide equivalent python/.NET code such that I can automate my existing manual process.

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Hi @Dinesh

Try this code:


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