How to get historical closing price for ric *=RRPS through Eikon API with python?

rinnie.cheung · July 2022

I am trying to get the historical closing price for *=RRPS (e.g. AT0000A1K9C8=RRPS, BE352=RRPS)

df_r,e = ek.get_data(' BE291=RRPS' ,['TR.PriceClose'],

{'SDate':'2022-01-01','EDate':'2022-06-30','Frq':'D'})

CF_CLOSE doesn't work for historical prices

I tried ek.get_timeseries but it returned the close yield.

df = ek.get_timeseries([ 'BE352=RRPS' ] ,fields="CLOSE" , start_date = '2022-01-01', end_date = '2022-06-30')

[Deleted User] · July 2022

Hi @rinnie.cheung ,

Please use the DIB to find the field that you are after. You can use the cog (top right) to filter for series datapoints for which you can look for historical data:

import refinitiv.data as rd
rd.open_session()
df3 = rd.get_history(
    universe=["BE291=RRPS"],
    fields=["TR.MIDPRICE", "TR.MIDYIELD"],
    interval="1D",
    start="2021-10-01",
    end="2022-06-01",
)
display(df3)
rd.close_session()

Daily data using the rd.get_history function returns end-of-day datapoints, be it Bid, Ask or Mid, apart from if mentioned otherwise in the DIB.

nick.zincone · July 2022

Hi @rinnie.cheung

Can you provide the version of the Eikon Data API you are using? When I tried the code snippets you posted above, the opposite worked for me. For example: