daily closing prices for fx rates via Python

Description:

Hi, I'm trying to get daily closing prices of bunch of fx rates via Python.
However, it doesn't take the starting date and the end date correctly.

da='2015-10-01' a= '2017-12-31'

ccy=['EUR=','EURTRY=','EURAUD=','EURCAD=','EURCHF=','EURGBP=','EURHKD=','EURJPY=','EURKRW=R','EURRUB=','EURSGD=','EURCNY=']
fx=ek.get_timeseries(ccy,fields=['CLOSE'], start_date =da, end_date = a,
interval='daily')

I tried also to use another funciton but I don't know the
correct field, can you please help me out?
fx2=ek.get_data(ccy ,["TR.BID.date","TR.BID"],
{"Sdate":da,'EDate': a,})[0]

Thank you in advance

Find more posts tagged with

python

eikon

workspace

eikon-data-api

refinitiv-dataplatform-eikon

workspace-data-api

Accepted answers

Alex Putkov.1

Here's an alternative that doesn't require multiple requests.

da = '2015-10-01' 
a = '2017-12-31' 
ccy = ['EUR=','EURTRY=','EURAUD=','EURCAD=','EURCHF=',
       'EURGBP=','EURHKD=','EURJPY=','EURKRW=R',
       'EURRUB=','EURSGD=','EURCNY='] 
fx = ek.get_data(ccy,['TR.BIDPRICE.date', 'TR.BIDPRICE'],
                {'SDate':da, 'EDate':a})

To learn what fields you can use with this request use Formula Builder wizard in Excel or Data Item Browser app in Eikon as described in this tutorial.

All comments

Jirapongse

@Tammi

For get_timeseries, it is a limitation of this function.

Refer to this discussion thread, for the interday timeseries interval, it is limited to 3K rows for a single request. You may need to split it to multiple requests.

Moreover, please also refer to EIKON DATA API USAGE AND LIMITS GUIDELINE.

Alex Putkov.1

Here's an alternative that doesn't require multiple requests.

da = '2015-10-01' 
a = '2017-12-31' 
ccy = ['EUR=','EURTRY=','EURAUD=','EURCAD=','EURCHF=',
       'EURGBP=','EURHKD=','EURJPY=','EURKRW=R',
       'EURRUB=','EURSGD=','EURCNY='] 
fx = ek.get_data(ccy,['TR.BIDPRICE.date', 'TR.BIDPRICE'],
                {'SDate':da, 'EDate':a})

To learn what fields you can use with this request use Formula Builder wizard in Excel or Data Item Browser app in Eikon as described in this tutorial.

Tammi

thanks a lot! it's exactly what I was looking for

EXPLORE OUR SITES