Historical data for bid/ask price

kyriakos.eleftheriadis

Hi

I am trying to reload data for fixed income etc bonds in pycharm. Specifically, i would like to retrieve historical data for the bid and ask prices with daily or minute interval. I used the following code :

start_date = datetime.datetime(2023, 3, 1)
end_date = datetime.datetime(2023, 3, 10)


df, err = ek.get_data(
    instruments=['NL188254462='],
    fields=['ASK', 'ASK_YIELD', 'BID_YIELD', 'BID'],
     start_date= 'start_date',
     end_date= 'end_date',
     interval='daily')

however it does not work.

Either when i used this one :

start_date = datetime.datetime(2023, 3, 1)
end_date = datetime.datetime(2023, 3, 10)


df = ek.get_timeseries(['NL188254462='],
                  fields = [ 'ASK', 'BID', 'ASK_YIELD', 'BID_YIELD'],
                  start_date=datetime.timedelta(-20),
                  end_date=datetime.timedelta(0),
                  interval='daily')

The output returns N/A values.

How should i fix this ?

Thank you in advance,

Best,

Kyriakos

raksina.samasiri

Hi @kyriakos.eleftheriadis ,

Frq of minute is not available, you may use Data Item Browser tool available from Eikon deskop to confirm all available parameters and their respective values:

Or you can use use get_timeseries method instead of get_data. For example,

import refinitiv.data.eikon as ek
import datetime

ek.set_app_key('###YOUR_APP_KEY###')

start_date = datetime.datetime(2023, 3, 1).strftime('%Y-%m-%d')
end_date = datetime.datetime(2023, 3, 10).strftime('%Y-%m-%d')

ek.get_timeseries(['NL188254462='], 
                  start_date=start_date, 
                  end_date=end_date, 
                  interval='minute')