get more data field on tick data of ek.get_timeseries()?

Hi,

I am using

ek.get_timeseries(['AAPL.O'],interval='tick',start_date='2018-05-08T13:35:01',end_date='2018-05-08T13:40:01')

which will return every trade with price and volume, is there way to get more data field for each trade, say exchange code or condition code?

Thanks a lot.

Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    Not today. At the moment the only two APIs that can provide the full breadth of price history timeseries data available through RHistory Excel function are RHistory COM library, which can only be used in Excel VBA, and Eikon .NET API.

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