Hi,
I'm trying to download the traded volume (accumulated volume) for bonds between two specific dates. In Excel, the syntax is :
=TR(Bond Identifier,"TR.ACCUMULATEDVOLUME","Frq:W TRANSPOSE:YES CALCMETHOD:SUM SDate:05/23/19 EDate:05/30/19").
I'm trying this:
TV, err = ek.get_data(Bond Identifier,[{'TR.BidPrice':{'params':{'SDate':"05/23/2019", 'EDate':"05/30/2019"}}}], debug = False)
but only NaN values shows up. Can you help me translate that into Python syntax? Thank you!