Hi Chavalit,
Thank you very much for your reply. Seems like it's impossible to pull best bid/ask prices with 1 minute bar data?
pull equities 1 minute bar data with Python

As I'm new to this community, please allow me to post a basic question.
I'm trying to download equities 1 minute bar data with Python.
With Excel, we can do it with RHistory formula by setting start time and INTERVAL:1M.
=RHistory("6501.T","ASK.Close","START:2019-02-27:13:25 ADJUSTED:NO TIMEZONE:TOK INTERVAL:1M NBROWS:1",,,)
Is it impossible to do with Python?
Best Answer
-
Hi @gyuwa
Here is the document.
Here is the sample code: (Replace your app key to a valid app key)
import eikon as ek
ek.set_app_key('xxxxxxxxxxxxxxxx')
ek.get_timeseries(['6501.T'],interval='minute',fields='CLOSE',start_date='2019-02-27T13:25:00',end_date='2019-02-28T13:25:00')Here is the sample result:
6501.T CLOSE
Date
2019-02-28 00:01:00 3405.0
2019-02-28 00:02:00 3399.0
2019-02-28 00:03:00 3390.0
...
...
...
2019-02-28 05:59:00 3345.0
2019-02-28 06:00:00 3333.0
2019-02-28 06:01:00 3335.00
Answers
-
Hi Chavalit,
Thank you very much for your reply. Seems like it's impossible to pull best bid/ask prices with 1 minute bar data?
0 -
TimeSeries only supports these fields:
'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'
So no, you cannot retrieve best bid/ask.
0
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