Hi,
I am looking for historical data (bid and ask price) regarding bonds.
I can retrieve the data when i use yearly, monthly and daily frequency. However, when I am trying to reload data per minute or 30 minutes i get the output of N/A.
Here is an example of the code i use :
import datetime
import eikon as ek
## Set the datetime
start_date = datetime.datetime(2023, 3, 1).strftime('%Y-%m-%d')
end_date = datetime.datetime(2023, 3, 2).strftime('%Y-%m-%d')
##Reload data from Refinitv
df, err = ek.get_data(
instruments= =['NL188254462='],
fields=['TR.ASKPRICE', 'TR.ASKYIELD', 'TR.BIDPRICE', 'TR.BIDYIELD'],
parameters={'SDate': start_date, 'EDate': end_date, 'Frq': 'minute'})
print(df)
The problem seems that is the way i add the frequency.
Thank you in advance,
Kind regards,
Kyriakos