Eikon API Python
How extract historical Shanghai-Hong Kong connect northbound quota values from Eikon API
Best Answer
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Use .NQUOTA.SH RIC. E.g. to retrieve the most recent daily quota limit and balance (scaled to 1000 CNY) use
ek.get_data('.NQUOTA.SH',['QUTA_LMT','QUTA_REM'])To get the timeseries of daily quota balance for the last 90 days use
ek.get_timeseries('.NQUOTA.SH',
start_date = dt.timedelta(-90),
end_date = dt.datetime.today())0
Answers
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Thanks. Is there a way to extract more granular information, like money flow, buy amount and etc., as shown in the picture. And if there is a way to check the data for individual stocks?
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I don't believe the details in the Quota tab in Shanghai Hong Kong Stock Connect app are available through any Eikon APIs. However, you may want to verify this with Refinitiv Helpdesk by asking whether this data can be retrieved into Excel using a formula. If it is possible to retrieve this data into Excel using =TR function, then it's also possible to retrieve this data using Eikon APIs, and vice versa. Refinitiv Helpdesk can be reached by calling the helpdesk number in your country, by using Contact Us capability in your Eikon application or by visiting MyRefinitiv.
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