df, error = ek.get_data('USDSB3L1Y=TWEB', ['TR.ASKPRICE.Date', 'TR.ASKPRICE','TR.BIDPRICE'], parameters={'SDate':'2017-08-01', 'EDate':'2017-08-04'}) ---------------------------------------------------------------------------------- The code above gives me a daily value at close of day. However, I want to be able to get bid/ask at a specific time to synch with European markets ( 3 p.m. EST ). The get_timeseries() function doesn’t support bid/ask and the get_data() function doesn’t have a clear way of getting 3 p.m. EST bid/ask values. I am able to get this value using the Excel RHistory function by picking a daily 1 hour bar ending at 3 p.m. =RHistory(USDSB3L1Y=TWEB, .TIMESTAMP:BID.CLOSE,END: 01Aug17:15:00 NBROWS:1 TIMEZONE:EST INTERVAL:60M) Is there an equivalent call I can make using the get_data Python function? need bid/ask at specific time of 3 pm EDT
