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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
3 0 0 2

How to i retrieve Bid and Ask price in Time Series with ek.get_timeseries for EUR= and GBP=

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpython
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
Accepted
39.2k 75 11 27

@avishen.bablee

If I understand correctly, you'd like to retrieve intraday price history for BID and ASK quotes for FX spot RICs. If this is the case, you can do it using RDP Library. See an example on this previous thread.

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
38.1k 71 35 53

@avishen.bablee

The ek.get_timeseries method can't get Bid and Ask price for EUR= and GBP=. You need to use the ek.get_data method instead, as shown below.

df, err = ek.get_data(["EUR=",'GBP='],
                      ["TR.BIDPRICE.Date","TR.BIDPRICE", "TR.ASKPRICE"], 
                      {"SDate":"0","EDate":"-10"})
                       
df  


1621576065244.png (28.2 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.

@jirapongse.phuriphanvichai How do I set date and time to retrieve todays date at specific time. i am not able to retrieve data for MUR=MAUB. How do i add a calculated field. Say BID + ASK

Thanks

Upvotes
11.5k 16 7 10

Hello @avishen.bablee

Sorry for the late reply. I do not think you can query data at a specific time. I suggest you use the Eikon/Workspace Data Item Browser app to verify if the instrument, your interested fields, and interval are available or not.
Please see this post for more detail.

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