TASTAQ on RW API

catherine.osea

Pull TASTAQ interval data for a specific date and time on RW API

Data items/fields:

"TRDPRC_1.Exchtime"

"TRDPRC_1.Bid"

"TRDPRC_1.Bidsize;"

"TRDPRC_1.Ask"

"TRDPRC_1.Asksize"

"TRDPRC_1.Count"

"TRDPRC_1.Exch_sequence"

"TRDPRC_1.Trade_id"

"TRDPRC_1.Trd_status"

Sample date:

START:06-Sep-2022:12:40

END:06-Sep-2022:12:41

Sample company Starbucks, RIC SBUX.O

nick.zincone

Hi @catherine.osea

Try:

response = historical_pricing.events.Definition(
    universe = 'SBUX.O',
    fields = ['BID','BIDSIZE','ASK','ASKSIZE','EVENT_TYPE',
              'SEQNUM','TRADE_ID','TRD_STATUS',
              'TRDPRC_1','TRDVOL_1'],
    start = '2022-09-06T12:40:00.0000000Z',
    end = '2022-09-06T12:41:00.0000000Z').get_data()
response.data.df

kenley.macandog123

https://community.developers.refinitiv.com/discussion/comment/98031#Comment_98031

@nick.zincone Follow-up for this query

Is there an Eikon API equivalent of the script you have provided above? Thank you in advance.