No mid close timeseries data.

Jihoon Lee

Hello there.

It seems you are providing only a close price on the timeseries function.

I need time series of a mid close price.

I think this is because the scripting API service is beta.

Do you have any plan to provide the time series data?

Thank you.

Regards.

pf

Not sure if this is what you want but I rerieve daily Mid Price with get_data() function :

>>> data,err = ek.get_data('KRWQMCD7Y=PREA',['TR.MIDPRICE.Date','TR.ASKPRICE','TR.BIDPRICE','TR.MIDPRICE'], parameters ='SDate':'2017-07-01','EDate':'2017-07-14'})
>>> data
       Instrument                  Date  Ask Price  Bid Price  Mid Price
0  KRWQMCD7Y=PREA  2017-07-03T00:00:00Z      1.855      1.820     1.8375
1  KRWQMCD7Y=PREA  2017-07-04T00:00:00Z      1.880      1.845     1.8625
2  KRWQMCD7Y=PREA  2017-07-05T00:00:00Z      1.880      1.845     1.8625
3  KRWQMCD7Y=PREA  2017-07-06T00:00:00Z      1.880      1.850     1.8650
4  KRWQMCD7Y=PREA  2017-07-07T00:00:00Z      1.940      1.910     1.9250
5  KRWQMCD7Y=PREA  2017-07-10T00:00:00Z      1.915      1.880     1.8975
6  KRWQMCD7Y=PREA  2017-07-11T00:00:00Z      1.910      1.875     1.8925
7  KRWQMCD7Y=PREA  2017-07-12T00:00:00Z      1.905      1.870     1.8875
8  KRWQMCD7Y=PREA  2017-07-13T00:00:00Z      1.875      1.845     1.8600
9  KRWQMCD7Y=PREA  2017-07-14T00:00:00Z      1.880      1.850     1.8650

That seems to match with CLOSE values from get_timeseries() :

>>> ek.get_timeseries('KRWQMCD7Y=PREA','CLOSE', start_date='2017-07-01', end_date='2017-07-14')
KRWQMCD7Y=PREA  CLOSE
Date
2017-07-03      1.820
2017-07-04      1.845
2017-07-05      1.845
2017-07-06      1.850
2017-07-07      1.910
2017-07-10      1.880
2017-07-11      1.875
2017-07-12      1.870
2017-07-13      1.845
2017-07-14      1.850

Regards