Retrieve last quotes from PRK-NGS-PIC

Using the Eikon API, how to retrieve the history (say 3 months) of last quotes from a RIC (for example PRK-NGS-PIC) when last quote is NOT the default field. In the snapshot you see that 'total market volume' is the default. So when i perform a get_timeseries call it gives me only that. get_date also doesnt work because the DIM (data item browser) doesnt have any fields related to timeseries. However, it must be possible, because in the snapshot you see that I can retrieve the prices in the eikon user interface when going to the chart. I have already tried 50+ different api calls with get_timeseries and get_data. Please get it working before posting an answer.

eikon.png

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @valstar

    Using the Eikon DATA API get_timeseries only returns daily Volume.

    However, if I use the RDP library I can get a daily price as well (the following code snippet in Codebook)

    import refinitiv.dataplatform as rdp
    rdp.open_desktop_session('DEFAULT_CODE_BOOK_APP_KEY')
    rdp.get_historical_price_summaries('PRK-NGS-PIC')

    returns:

    1642091003624.png


    As mentioned previously, if this is not the price points you require, please raise a content type ticket - to speak to a content specialist.

Answers

  • Hi @valstar

    Looking at the Qoute object for PRK-NGS-PIC, I can see that the last price 151.280 maps to the real-time feed field PRIMACT_1.

    prk-ngs-pic.png


    Also, looking at the DIB, the Eikon field CF_LAST corresponds to the last value on the chart.

    dib-prk-ngs-pic.png

    and with get_data():

    df, err = ek.get_data(['PRK-NGS-PIC'], [ 'PRIMACT_1','CF_LAST'])
    df
    .....
    Instrument PRIMACT_1 CF_LAST
    0PRK-NGS-PIC 151.28 151.28

    If neither of the above is the field you are looking for then I recommend you create a Content Ticket on My.Refinitiv - the moderators on this forum are not content experts.


  • Both fields would be fine, but I want to get some history. even if I add {'SDate':'0D', 'EDate':'-3AM'} I only get that single value.