Proper parameters for retrieving bid ask information via Eikon Data API via Python.

Hi @tanaj

Please refer to the API document at https://docs-developers.refinitiv.com/1575026507514/14684/book/en/eikon/index.html#get_timeseries

get_timeseries supports only 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT' fields !

So if you want to retrieve TR.xxx fields, you have to use get_data()

Since I am not sure what data you try to retrieve(bid ask bidsize asksize in historical? Not so sure what does it mean), here is an example for both get_timeseries and get_data:

And this is for interval = tick (I use .tail() because there are a lot of records)

For get_data, you can use Data Item Browser to explore what fields(with parameters) are available or contect Refinitiv Content Helpdesk.

Hi @tanaj

The data you are looking for, they cannot be retrieved using Python API.

You can refer to API document at https://docs-developers.refinitiv.com/1575347810533/14684/book/en/eikon/index.html#get_timeseries

Check the fields and interval that the API is currently supporting.

There is another API, .NET API which allow you to retrieve this data.

Please visit https://developers.refinitiv.com/eikon-apis/net-apis-use-custom-applications

Then go to Download >> Usage Example Time series API
Then modify the TimeSeriesRequestExample following this sample code: