get_history different BID ASK in 5 min interval between eikon and codebook

FrankMars

Hi,

when retrieving 5 min intervalls of IBM.N for 2023-07-03 i get different Bid Ask Prices.
e.g.

Eikon GUI (left part in screenshot) 2023-07-03 15:35 Bid=133.03 Ask=133.09

via Python in Codebook : Bid=133.86 Ask=133.89

Q: why are these price so different and which price is the right one?
plus: I'm interested in the "last Bid / last Ask" of the given Intervall. Is my code correct at this point?

Many thanks an BR,

Frank

Jirapongse

@FrankMars

Thank you for reaching out to us.

It may relate to TimeZone. The TimeZone from the get_history method is GMT. The TimeZone of your Eikon could be GMT+2.

The left picture is from your Eikon result. The right picture is from the code below.

response = historical_pricing.summaries.Definition(
    "IBM.N", 
    interval=Intervals.FIVE_MINUTES,
    count=2000,
    fields=["BID","ASK"],
    extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response.data.df.tail(50)

FrankMars

Excellent ! Many Thanks

FrankMars

OK, i see how it works but nor the following problem:

response = historical_pricing.summaries.Definition(
    "FDXc1", 
    interval=Intervals.FIVE_MINUTES,
    #count=2000,
    start = '2023-06-15', 
    end = '2023-07-08',
    fields=["BID","ASK"],
    extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response.data.df.head(70)

When pulling data like this i get Bid and Ask for the following times:

The problem is that FDXc1 trades from 08:00 until 22:00 (GMT+2) and definitely not at 00:30:00

Is there a general way to get Bid and Ask from the trading time only?

best regards,

frank

Jirapongse

@FrankMars

I checked the previous issue to find the trading hours of FDXc1. I found that the content team referred to this page: https://www.eurex.com/ex-en/markets/idx/dax/DAX-Futures-139902.

Please contact the content support team directly via MyRefinitiv to verify this.