Bid and offer prices through the Python API

Hello,

Would it be possible to download historical bid-offer prices in a 1 minute interval through the API? I know there is a way to download Ask prices through Excel via the following formula: =RHistory(A2:A15,"ASK.Timestamp;ASK.Open;ASK.Close","START:01NOV17:14:00 END:16NOV17:15:00 TRADETIME:YES INTERVAL:1M",,"TSREPEAT:no CH:IN;Fd",D3) Though for some reason BID.Open and BID.Close does not work and an error message says #invalid fields. Could you please advise if there is a way to get this historical bid-offer data through the API.

I have tried:

1)
import eikon as ek
ek.set_app_id('myappid')
df = ek.get_data(["AAPL.O"], ["BID.Close", "ASK.Close"],{"SDate":"2015-08-01","INTERVAL":"1MIN", "EDate":"2017-11-20","CH":"Fd","RH":"IN"})
print(df)
2) 
import eikon as ek
ek.set_app_id('myappid')
df = ek.get_timeseries(["AAPL.O"], ["*"], start_date='2017-01-20T15:04:05', end_date='2017-08-22T14:08:00', interval='minute')
print(df)

The first call returns an empty dataframe, the second call returns Open High Low Close Volume data in 1 Min interval, but does not return the Bid and Ask prices.

Thanks!

Best Answer

  • Zhenya Kovalyov
    Answer ✓

    hi @tom.newman

    Unfortunately, this functionality is out of scope for the beta version of the python api. Please see the following thread for more information.

Answers

Welcome!

It looks like you're new here. Sign in or register to get started.

Welcome!

It looks like you're new here. Sign in or register to get started.