Hi,
I am looking for data for closing auction, intraday auction and opening auction for stocks and ETF
I am looking to replicate the below excel function into python:
1. =RHistory("BMWG.DE";"NDA_RAW.Nda_closing_auction_volume;NDA_RAW.Nda_close_auction_price;NDA_RAW.Nda_date";"INTERVAL:1D";;"CH:Fd";B2)
I tried to replicate this in python using command:
```
import eikon as ek
ek.get_data(['BMWG.DE'],["TR.CLOSINGAUCTIONVOLUME","AUCTN_DATE"],{'SDate': '2020-02-01','EDate': '2020-02-21','Frq': 'D' })
```
Although it gives me the closing auction data as below, but it fails to show to auction date. Is there any possibility to replicate the above excel add-in command into python? Thanks.
( Instrument Closing Auction Volume AUCTN_DATE
0 BMWG.DE 488286 NaN
1 BMWG.DE 463678 NaN
2 BMWG.DE 556202 NaN
3 BMWG.DE 381043 NaN
4 BMWG.DE 677226 NaN
5 BMWG.DE 669288 NaN
6 BMWG.DE 663085 NaN
7 BMWG.DE 738925 NaN
8 BMWG.DE 437460 NaN
9 BMWG.DE 605587 NaN
10 BMWG.DE 371165 NaN
11 BMWG.DE 496757 NaN
12 BMWG.DE 264140 NaN
13 BMWG.DE 615527 NaN
14 BMWG.DE 551504 NaN,
[{'code': 251658244,
'col': 2,
'message': "Error: Field 'AUCTN_DATE' was not found in response for the instrument 'BMWG.DE'",
'row': 0}])
