Tick Historical data

kyriakos.eleftheriadis
kyriakos.eleftheriadis Newcomer
in Eikon Data APIs

Good Morning,

I have a question regarding how to retrieve tick historical data for bonds using pycharm.

To get historical time series data i use the following code:

df = rd.get_history(
    universe=rics,
    fields=['ASK', 'ASK_YIELD', 'BID', 'BID_YIELD'],
    start=start_date,
    end=end_date,
    interval='1M'

Does the same work or i need to adjust my script?

Thank you in advance,

Kind regards,

Kyriakos

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Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @kyriakos.eleftheriadis ,


    Thank you for your question.

    To get the tick date you need to provide value "tick" under interval parameter. Please see below:

    df = rd.get_history(
        universe='DE253877847=',
        fields=['ASK', 'ASK_YIELD', 'BID', 'BID_YIELD'],
        start='2023-01-05',
        end='2023-05-10',
        interval='tick')
    df


    screenshot-2023-05-24-at-172030.png

    Please note that tick data goes back up to 3 month.

    Hope this helps.


    Best regards,

    Haykaz

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