get_data to fetch history of fx values

lef_k
lef_k Newcomer
in Eikon Data APIs

Hi there,


I am trying to use get_data from the eikon library for python in order to retrieve some historical values for fx pairs.

This is my code:

rics=['AUDCAD=','AUDCHF=']
fields=['TR.AMERICACLOSEBIDPRICE.date','TR.AMERICACLOSEBIDPRICE','OPEN_PRC','CF_HIGH','CF_LOW','CF_VOLUME']
df, err = ek.get_data(rics, fields, {'SDate': '2020-01-20', 'EDate': '2020-01-24', 'FRQ': 'D'})

The problem is, while AMERICACLOSEBIDPRICE returns the history as expected, the rest of the fields (open/high/low/volume) return only the latest available price, instead of historical.

image

I know for a fact that historical values are available, because via Excel API formula I can retrieve them using the below...

=RHistory($C$2:$C$3,"NDA_RAW.Nda_date;"&"NDA_RAW.Nda_open;"&"NDA_RAW.Nda_bid_close_america;"&"NDA_RAW.Nda_high;"&"NDA_RAW.Nda_low;"&"NDA_RAW.Nda_volume","START:20-Jan-2020:01:00 INTERVAL:1D",,"CH:In;Fd")


I am struggling finding the fields that would return as the same values as Excel does.

Could you help pls?

Thanks!

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Best Answer

  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @lef_k,

    If you pull up the DIB (Data Item Browser) within Eikon, and choose just to look at historical fields, you will see the list of available historical fields, i.e.

    image

    Not all are available but if you try using the get_timeseries() call, this should provide the fields (open/high/low/volume), i..e

    image


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