TimeSeries in PythonAPI

lin
lin Newcomer
in Eikon Data APIs

I was trying to get time series data of Mid Close for some interest rate instruments through Python API but only to find that 'Close' and other fields in 'get_timeseries' are only available for 'Bid'. Is there any way to get Mid Close in forms of time series?

I also tried 'get_data', but not result was found under the field names that I have tried.

Here are the attemps I made, none of which has worked..

ek.get_timeseries('J1YSXOISL=TRDT',fields='CLOSE')#only bid is available

data = ek.get_data(['J1YSXOISL=TRDT'],['TR.MID_PRICE.Close'])#field does not exist

data = ek.get_data(['J1YSXOISL=TRDT'],['TR.ClosePrice.Value'])#field does not exist

imageAnd I would also like to confirm if all fields and parameters in Excel API are also available in Python API(or if the building of Python API is still in progress), especially the 'TimeZone' parameter in 'Parameters&Quick Functions.

Thanks in advance.

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    There are two functions created by the Eikon Excel formula builder.

    • RHistory: Not all fields in RHistory are available in Eikon Data APIs (get_timeseries). Currently, Eikon Data APIs can only retrieve the default time-series view for any given RIC. For this RIC, the default time-series view is BID. Therefore, you are unable to get the MID_PRICE time-series view with Eikon Data APIs
    • TR: all fields in the TR function can be retrieved by the get_data method in Eikon Data APIs. Moreover, you can also apply parameters to the get_data method

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