Cannot Match Excel Historical Data Using Python

thomas.goodman
thomas.goodman Newcomer
in Eikon Data APIs

Hi,

I am trying to translate an Excel sheet into Python, but cannot get the same data out.

In Excel if I use the following formula I get the data below:

=RHistory("GBP2Y=","ASK.Close","START:22-Apr-2020:16:10 END:22-Apr-2020:16:20 INTERVAL:1M")

04/22/2020 16:2023.204/22/2020 16:1923.504/22/2020 16:1823.3604/22/2020 16:1723.704/22/2020 16:1623.104/22/2020 16:1523.1604/22/2020 16:1423.1604/22/2020 16:1323.104/22/2020 16:1231.804/22/2020 16:1126.2504/22/2020 16:1022.24


This matches what I see using the GUI:

image

If I try the comparable formula in Python:

ek.get_timeseries('GBP2Y=', 'ASK.Close', start_date='2020-04-22 16:10:00', end_date='2020-04-22 16:20:00', interval='minute')

I get all NaNs. Same if I try 'BID.Close' as the field.

If I change the Field to '*', i.e. all available fields, I get the following:

image

This doesn't match at all and doesn't contain bid/ask information.

Do you know how I can get the same data using Python?

Thanks

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Answers

  • Gurpreet
    Gurpreet admin

    Hi @thomas.goodman

    Please see a comparable answer here. Essentially, RHistory is a COM API and not same as Eikon timeseries API call. I assume bar generation is not aligned to the exact same time, which is why you are seeing different high/low values etc.

    I would ask you to open a content query at MyRefinitiv and talk to a content expert about it.

  • thomas.goodman
    thomas.goodman Newcomer

    Hi,

    Thanks for the answer. Do you know if/when this functionality is going to be included in the Eikon Python package?

    Thanks


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