Hi,
when retrieving 5 min intervalls of IBM.N for 2023-07-03 i get different Bid Ask Prices.
e.g.
Eikon GUI (left part in screenshot) 2023-07-03 15:35 Bid=133.03 Ask=133.09
via Python in Codebook : Bid=133.86 Ask=133.89
Q: why are these price so different and which price is the right one?
plus: I'm interested in the "last Bid / last Ask" of the given Intervall. Is my code correct at this point?
Many thanks an BR,
Frank
Hi @frank.marsollek ,
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
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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 reaching out to us.
It may relate to TimeZone. The TimeZone from the get_history method is GMT. The TimeZone of your Eikon could be GMT+2.
The left picture is from your Eikon result. The right picture is from the code below.
response = historical_pricing.summaries.Definition(
"IBM.N",
interval=Intervals.FIVE_MINUTES,
count=2000,
fields=["BID","ASK"],
extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response.data.df.tail(50)
OK, i see how it works but nor the following problem:
response = historical_pricing.summaries.Definition(
"FDXc1",
interval=Intervals.FIVE_MINUTES,
#count=2000,
start = '2023-06-15',
end = '2023-07-08',
fields=["BID","ASK"],
extended_params={"summaryTimestampLabel":"endPeriod"}
).get_data()
response.data.df.head(70)
When pulling data like this i get Bid and Ask for the following times:
The problem is that FDXc1 trades from 08:00 until 22:00 (GMT+2) and definitely not at 00:30:00
Is there a general way to get Bid and Ask from the trading time only?
best regards,
frank
I checked the previous issue to find the trading hours of FDXc1. I found that the content team referred to this page: https://www.eurex.com/ex-en/markets/idx/dax/DAX-Futures-139902.
Please contact the content support team directly via MyRefinitiv to verify this.
