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
-
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.
0
Answers
-
Bummer. But thank you still for the quick reply, Alex.
0 -
Hi Alex,
I encountered some inconsistency issue with tick time series,
ek.get_timeseries(['URBN.O'],interval='tick',start_date='2018-05-16T14:45:01',end_date='2018-05-16T14:50:01') contains a trade:
2018-05-16 14:48:09.984 41.700 126900.0
But this does not appear in the Eikon Desktop Time&Sales App. Also there are other trades that appears in Time&Sales App but not in the results of ek.get_timeseries. I wonder what is the criterion for selection of trades(odd lot, block trade, etc) returned by the api?
0 -
Time & Sales app by default filters out certain trade flags. If you clear all filters in the Trade Flags column you'll see this trade displayed in Time & Sales app.
As for trades visible in Time & Sales app but not returned by get_timeseries method, I don't see any examples of that. Can you point me to one?0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 689 Datastream
- 1.4K DSS
- 629 Eikon COM
- 5.2K Eikon Data APIs
- 11 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 255 ETA
- 559 WebSocket API
- 39 FX Venues
- 15 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 24 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 279 Open PermID
- 45 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 23 RDMS
- 2K Refinitiv Data Platform
- 712 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 106 UPA
- 194 TREP Infrastructure
- 229 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 95 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛
