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Pocari Sweat avatar image
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Retrieving daily historic TR.Volatility20D with Eikon Data API

Hi all,

I am trying to retrieve daily 20 day Volatility, using the Eikon Data API, over a period of time.

The code snippet below however only returns the most recent days close, and no historical data?


df, d = ek.get_data([ 'VOD.L', 'BHP.AX' ], ['TR.Volatility20D'], {'SDate':'2015-01-01', 'EDate':'2020-05-12','FRQ':'D'})


Any help appreciated,

thanks

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1 Answer

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chavalit-jintamalit avatar image
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Hi @Pocari Sweat

The TR.Volatility20D does not support timeseries so the input parameters in your API call is not applied to this field.

You can use "Data Item Browser" to check what parameters are supported on the field.


You can contact Refinitiv Content Helpdesk to check if there is any field carrying historical data for Volatility20D.

The helpdesk can be reached at https://my.refinitiv.com/


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Pocari Sweat avatar image Pocari Sweat

Thanks Chavalit

I have opened a support ticket with https://my.refinitiv.com/content/mytr/en/helpandsupport.html

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