retrieve FX Polls from Eikon

ninja · March 2020

Hi I am trying to retrieve historical FX polls from Eikon. I am able to do it in Excel using

RHistory("AUD1YP=","FCAST_MED.Timestamp;FCAST_MED.Value","START:01-Mar-2000 END:01-Mar-2020 INTERVAL:1MO",,"TSREPEAT:NO CH:Fd",B2)

But I am having trouble in Python. I am using:

get_data("AUD1YP=", ['FCAST_MED.Value'],{'SDate':'2012-01-01', 'EDate':'2019-12-31', 'FRQ': 'M'})

I also tried get_timeseries but didnt seem to work.

Any idea how to make it work?

chavalit-jintamalit · March 2020

Sorry, I misread the interval in your question.

RHistory("AUD1YP=","FCAST_MED.Timestamp;FCAST_MED.Value","START:01-Mar-2000 END:01-Mar-2020 INTERVAL:1MO",,"TSREPEAT:NO CH:Fd",B2)

You should be able to use this interval with Eikon Data API(Python).

chavalit-jintamalit · March 2020

You can get the data back to 90 days using interval = taq

You can also try interval = weekly

If you need the same data as RHistory, It is not possible to retrieve the same data using Eikon Data API(Python)

You have to use Eikon Data API(.NET).

ninja · March 2020

Thanks @chavalit.jintamalit,

I did try the .NET but I couldnt get it to work using those parameters

WithView("BID")

.WithAllFields()

.WithInterval(CommonInterval.Monthly)

Can you send me an example?

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