Can Eikon Data APIs give me historical forex exchange rates with a data point frequency of 15 min...

...utes or lower?

I want exchange rates for USD-EUR, USD-CAD, USD-GBP, and USD-AUD for the past three months, and I want a time series frequency which is not greater than 15 minutes. Can I retrieve this from Eikon Data API?

Best Answer

  • Agnes Terada
    Answer ✓

    Hi @magnublo, you can use the following:

    ek.get_timeseries(["USDEUR=R"], fields=["Close"], start_date = "2019-11-01", end_date = "2019-11-13",interval="minute")

    image

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