...indices from Datastream in series format.
I can pull realized data for multiple time horizon for a single date using Eikon API but I need series of data. Below is an example for .STOXX50E pulled using EIKON API.
However this is for one data point i.e, only latest value. I need series of data, example like data series for last 6 months or 1 year or 5 years for every business day for different time horizon.
Also, I do not see implied volatility field for each time horizon in code creator app. I also require this in data series like above for realized volatility.
Can you please help how can I pull the data using Datastream API?
- import refinitiv.data.eikon as ek
- ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
- df, err = ek.get_data(
- instruments = ['.STOXX50E'],
- fields = [
- 'TR.Volatility10D',
- 'TR.Volatility30D'
- ]
- )
- display(df)
