There is BID/ASK/Open interest data in TAS in Eikon Excel for sample RIC <SZNc3>, but client cannot retrieve via Eikon API (through Python).
Sample formula in Eikon Excel:
=RHistory("SZNc3","TRDPRC_1.Timestamp;"&"TRDPRC_1.Bid;"&"TRDPRC_1.Ask;"&"TRDPRC_1.Opint_1;"&"TRDPRC_1.Trdprc_1","INTERVAL:TAS",,"CH:Fd",B2)
Would you kindly advise why?
Thanks & Regards,
Xia