Volume data in Eikon API in Python

avinash.sonde
avinash.sonde LSEG
edited March 4 in Eikon Data APIs

Client is trying to pull close price and volume every 1 minute for the past 3 months using the Eikon API in Python and he cannot seem to get volume data. Please advise on how to achieve this.

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @avinash.sonde

    Thank you for reaching out to us.

    You can try the get_history method in the LSEG Data Library for Python. For example:

    data1 =ld.get_history(
    universe=["IBM.N"],
    interval="1min",
    start="2025-03-01",
    end="2025-03-04")
data1

    The output is:

    image.png

    The 1min historical data of IBM.N provides the following fields.

    Index(['HIGH_1', 'LOW_1', 'OPEN_PRC', 'TRDPRC_1', 'NUM_MOVES', 'ACVOL_UNS', 'HIGH_YLD', 'LOW_YLD', 'OPEN_YLD', 'YIELD', 'VWAP', 'BID_HIGH_1', 'BID_LOW_1', 'OPEN_BID', 'BID', 'BID_NUMMOV', 'ASK_HIGH_1', 'ASK_LOW_1', 'OPEN_ASK', 'ASK', 'ASK_NUMMOV', 'MID_HIGH', 'MID_LOW', 'MID_OPEN', 'MID_PRICE'], dtype='object', name='IBM.N')

    The availability of fields depends on RICs. Different RICs may provide different sets of fields.

    The examples are also available on GitHub.

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