Daily End of the day data fetch using EIKON SDK

Dinesh
Dinesh Newcomer
in Eikon Data APIs

How to fetch End of the day exchange rate for India using EIKON SDK . Currently EOD data is being fetched by EIKON-Excel application however it is a manual process. Kindly suggest how to proceed with exchange rate download

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @Dinesh

    Please refer to document for get_timeseries method at this page.

    You can pass in time, note that it is in GMT.

    The method call support minute so you can retrieve data around 12:30GMT (18.00 India time).

    image

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @Dinesh

    Please follow this quick start guide on this URL.

    Once you have the environment setup.

    You can try this code:

    import eikon as ek
    ek.set_app_key('<your app key>')
    df = ek.get_timeseries(["INR="], start_date="2019-09-01", end_date="2019-09-17")
    df


    image

  • Dinesh
    Dinesh Newcomer

    Thanks for your reply .

    However my requirement is to get Exchange Rate for INR=IN ,Date :18/09/2019 :TIME : 18:00 ,Time ZONE:DEL

    Can you help me in getting value using these parameters .

    As above code is working however I am not able to get desired data as per above requirement .


  • Dinesh
    Dinesh Newcomer

    chavalit.jintamalit


    Thanks for your reply .

    Can you suggest how to fetch SPOT BID and ASK rate using EIKON API.

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @Dinesh

    Try this code:

    df, e = ek.get_data("INR=",["CF_BID","CF_ASK"])
    df
  • Dinesh
    Dinesh Newcomer

    chavalit.jintamalit ,

    My equivalent Excel code is as below.

    =RHistory("INR=IN","BID.Timestamp;BID.Close","END:"&H9&" TIMEZONE:"&$H$4&" NBROWS:1 INTERVAL:1D",,"TSREPEAT:NO") where:
    • H9 holds the end date with time in the DD-MMM-YYYY:HH:MM format.
    • H4 holds the timezone DEL

    Can you please provide equivalent python/.NET code such that I can automate my existing manual process.

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @Dinesh

    Try this code:

    image

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