question

Upvotes
Accepted
1 0 1 1

How to get the volume of Bitcoin in python API?

rdp-apirefinitiv-data-platformbitcoin
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.

Upvote
Accepted
39.2k 75 11 27

@thomas.kwong

RIC BTC= represents composite quote for Bitcoin. In other words it's a quote aggregated from multiple contributors and trading venues. While a composite quote provides the best representation of asset's price, it cannot provide meaningful representation of trading volume. The only way to get a meaningful representation of trading volume is to take the RIC that represents a quote from a specific trading value, e.g. BTC=BTSP for Bitcoin traded on Bitstamp crypto exchange. Try

ek.get_timeseries('BTC=BTSP')

or

rdp.get_historical_price_summaries('BTC=BTSP',
                                   fields=['TRDPRC_1','ACVOL_UNS'])
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.

Upvotes
18k 21 12 20

Hi @thomas.kwong

I think BTC= is in FX asset type?

So I tried to retrieve all available fields on historical data and it does not contain the "volume" field (only the "NUM_BIDS" field)

Same data behavior as other FX, EUR= in this sample.




ahs1.png (79.9 KiB)
ahs2.png (54.9 KiB)
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.

Upvotes
11.5k 16 7 10

Hello @thomas.kwong

The other Python API that might suites you is the Eikon Data API. You can request BitCoin (BTC=) from the Refinitiv platform via your Refinitiv Workspace/Eikon application.

Hope this helps.


ahs.png (14.7 KiB)
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.

How to get the time series data?

Upvotes
11.5k 16 7 10

Hello @thomas.kwong


Sorry for my mistake, the CF_VOLUME field value for the FX items seems to not be the "Volume" that you are expecting. I strongly suggest you contact the Content Support team via the https://my.refinitiv.com/ website to help you verify the instrument and fields that match your requirement.

Please note that the Eikon Data API has a get_timeseries function that returns historical data for consumers. However, it does not provide the volume fields too, so I suggest you contact the Content team via the suggested website above.




get-timeseries.png (39.9 KiB)
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