I would like to get the
historical duration and spread from .MERH0A0 index via Eikon Data API. I
can’t find the duration in the Data Item Browsers of this index. Can you pls
let me know which code should I use for them in Python?
FYI Here is the excel formular in
Eikon Excel that can do similar job
=RHistory(".MERH0A0","DURATION.Timestamp;DURATION.Value","START:04-Jul-2014
END:04-Jul-2019 INTERVAL:1D",,"TSREPEAT:NO CH:Fd")
=RHistory(".MERH0A0","ROAS.Timestamp;ROAS.Value","START:04-Jul-2014
END:04-Jul-2019 INTERVAL:1D",,"TSREPEAT:NO CH:Fd",)
How can I get to the same data
in Python