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Good Morning,
I have a question regarding how to retrieve tick historical data for bonds using pycharm.
To get historical time series data i use the following code:
df = rd.get_history(
universe=rics,
fields=['ASK', 'ASK_YIELD', 'BID', 'BID_YIELD'],
start=start_date,
end=end_date,
interval='1M'
Does the same work or i need to adjust my script?
Thank you in advance,
Kind regards,
Kyriakos
Hello @kyriakos.eleftheriadis
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.
Thanks,
AHS
Hi,
Please be informed that a reply has been verified as correct in answering the question, and marked as such.
Thanks,
AHS
Thank you for your question.
To get the tick date you need to provide value "tick" under interval parameter. Please see below:
df = rd.get_history(
universe='DE253877847=',
fields=['ASK', 'ASK_YIELD', 'BID', 'BID_YIELD'],
start='2023-01-05',
end='2023-05-10',
interval='tick')
df
Please note that tick data goes back up to 3 month.
Hope this helps.
Best regards,
Haykaz
Dear @h.aramyan01 ,
Thank you very much for your answer.
Is it possible to do it for futures as well, specifically i try for this one 'ESXM23' but it does not work.
Also, we want to view data for more than 3 months and we got a datascope refinitiv account.
Is it possible to get data tick data for the future i mentioned above regarding bid/ask price and bid/ask size as well through datascope account?
Thank you again and wish you a nice afternoon,
Kind regards,
Kyriakos
What error are you getting there? It worked for futures on my end:
df = rd.get_history(
universe='ESXM23',
start='2023-01-05',
end='2023-05-10',
interval='tick')
df
Above I didn't specify fields to see all available ones. You may specify also the ones you want as in the original example.
As for the Datascope I believe it should be possible, but I am not an expert on Datascope and would advice opening a separate ticket where my colleagues will address.
Best regards,
Haykaz
Hi @h.aramyan01 ,
Thank you for your answer.
There is no error at all. I can receive the data with this way.
I am just wondering if it's possible to do it through Datascope do get data more than 3 months.
Thank you again, wish you a nice day
Best,
Kyriakos
You are welcome, happy to be helpful. I am just not experienced with Datascope that is why suggested to open a separate ticket for that.
Best regards,
Haykaz
