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.
@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:
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.
