How can I get bid and ask prices in a 1-min intervale from Python API for LCOc1 and LCOTc1?

megha.pandit
megha.pandit Newcomer
in Eikon Data APIs
How can I get bid and ask prices in a 1-min intervale from Python API for LCOc1 and LCOTc1?
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  • James.Perkins
    James.Perkins LSEG
    Answer ✓

    If you adjust interval to "tick" you will get each tick... at this point you can't select individual second. 

    lco = ek.get_timeseries(['LCOc1'],start_date='2019-09-10T12:00:00',end_date='2019-09-10T15:00:00',interval='tick')

    Currently get_timeseries() supports 

    Available fields: 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'

    this is being reviewed for the roadmap. It should be noted that 'VALUE' as a tick value is both Bid and Ask values ... it is whatever traded; some trades hit at the bid, others at the ask.

    image


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