No mid close timeseries data.

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.

Best Answer

  • pf
    pf LSEG
    Answer ✓

    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

Answers

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