In Excel I am able to run the following formula: =RtGet("ATS", "INTERNAL_RIC", "BID")
To get access to a quote from an internal instrument.
How could I replicate this in python using the get_data function?
I have tried:
import eikon as ek
ek.set_app_key("xxx")
df, err = ek.get_data(
instruments=["INTERNAL_RIC"],
fields=["BID"],
parameters={"source":"ATS"}
)
without success.
How could I access the same (internal) data as in excel with the Python API?
Thanks and regards