Bid and offer prices through the Python API

tom.newman
Newcomer
Hello,
Would it be possible to download historical bid-offer prices in a 1 minute interval through the API? I know there is a way to download Ask prices through Excel via the following formula: =RHistory(A2:A15,"ASK.Timestamp;ASK.Open;ASK.Close","START:01NOV17:14:00 END:16NOV17:15:00 TRADETIME:YES INTERVAL:1M",,"TSREPEAT:no CH:IN;Fd",D3) Though for some reason BID.Open and BID.Close does not work and an error message says #invalid fields. Could you please advise if there is a way to get this historical bid-offer data through the API.
I have tried:
1)
import eikon as ek
ek.set_app_id('myappid')
df = ek.get_data(["AAPL.O"], ["BID.Close", "ASK.Close"],{"SDate":"2015-08-01","INTERVAL":"1MIN", "EDate":"2017-11-20","CH":"Fd","RH":"IN"})
print(df)
2)
import eikon as ek
ek.set_app_id('myappid')
df = ek.get_timeseries(["AAPL.O"], ["*"], start_date='2017-01-20T15:04:05', end_date='2017-08-22T14:08:00', interval='minute')
print(df)
The first call returns an empty dataframe, the second call returns Open High Low Close Volume data in 1 Min interval, but does not return the Bid and Ask prices.
Thanks!
Tagged:
0
Best Answer
Answers
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 652 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛