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There is BID/ASK/Open interest data in TAS in Eikon Excel for sample RIC <SZNc3>, but client cannot retrieve via Eikon API (through Python).
Sample formula in Eikon Excel:
=RHistory("SZNc3","TRDPRC_1.Timestamp;"&"TRDPRC_1.Bid;"&"TRDPRC_1.Ask;"&"TRDPRC_1.Opint_1;"&"TRDPRC_1.Trdprc_1","INTERVAL:TAS",,"CH:Fd",B2)
Would you kindly advise why?
Thanks & Regards,
Xia
@marcin.bunkowski Hello Marcin, very sorry for late response (I was not able to log in Develop community for many times.)
You advise helped client fix the issue.
Many thanks!
Best Regards,
Xia
Hi @Xia.Liu
Try this
df = ek.get_timeseries('SZNc3',['Timestamp','BID','ASK','Opint_1','Trdprc_1'], start_date = "2020-02-18T06:00:00", end_date = "'2020-02-18T21:00:00", interval="tas")
df
