The get_timeseies function isn't pulling bid and ask price

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Question by tina.sheth · Jun 15, 2017 at 11:13 AM · python eikon api timeseries eikon scripting proxy no data

The get_timeseies function isn't pulling bid and ask price

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Answer 1 · 2017-06-15T12:32:10Z

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Answer by pierre.faurel · Jun 15, 2017 at 12:32 PM

Hi Tina,

get_timeseries function doesn't provide TR.xxx fields but a limited list (TR.xxx fields are available with get_data() function that provides all fundamental and historic data)

You can check this list by requesting without fields parameters. In your case, available fields are HIGH, LOW, OPEN, CLOSE, COUNT and VOLUME (that differs according to the selected interval):

>>> ek.get_timeseries(['CSPX.L'], interval='daily', start_date='2017-06-01', end_date='2017-06-15')
CSPX.L        HIGH       LOW    OPEN   CLOSE  COUNT     VOLUME
Date
2017-06-01  230.53  229.8915  230.00  230.49  347.0   158087.0
2017-06-02  232.39  231.6100  232.17  232.06   68.0   150843.0
2017-06-05  232.56  232.1800  232.28  232.25  896.0   139029.0
2017-06-06  232.13  231.4500  231.78  231.94  145.0   113467.0
2017-06-07  232.17  231.5500  231.86  231.74  243.0  1110011.0
2017-06-08  232.36  231.5500  232.04  232.04  366.0   249644.0
2017-06-09  233.31  232.1200  232.21  233.07  305.0   128490.0
2017-06-12  231.56  230.9400  231.51  231.43  152.0    54842.0
2017-06-13  232.52  231.9400  232.06  232.21  187.0   120640.0
2017-06-14  233.20  232.3800  232.62  232.55  321.0   138308.0
2017-06-15  232.00  230.7800  232.00  231.78  245.0   139610.0

If you still want to request TR.BIDPRICE, you can retrieve with get_data function:

>>> result, error = ek.get_data('CSPX.L', ['TR.BIDPRICE(Points=15).date','TR.BIDPRICE(Points=15)'])
>>> result
   Instrument                  Date  Bid Price
0      CSPX.L  2017-06-15T00:00:00Z     231.78
1      CSPX.L  2017-06-14T00:00:00Z     232.48
2      CSPX.L  2017-06-13T00:00:00Z     232.21
3      CSPX.L  2017-06-12T00:00:00Z     231.38
4      CSPX.L  2017-06-09T00:00:00Z     233.07
5      CSPX.L  2017-06-08T00:00:00Z     232.04
6      CSPX.L  2017-06-07T00:00:00Z     231.71
7      CSPX.L  2017-06-06T00:00:00Z     231.94
8      CSPX.L  2017-06-05T00:00:00Z     232.25
9      CSPX.L  2017-06-02T00:00:00Z     232.06
10     CSPX.L  2017-06-01T00:00:00Z     230.46
11     CSPX.L  2017-05-31T00:00:00Z     229.34
12     CSPX.L  2017-05-30T00:00:00Z     229.95
13     CSPX.L  2017-05-26T00:00:00Z     230.16
14     CSPX.L  2017-05-25T00:00:00Z     230.16

NB: I didn't find a way to set a range of dates but only the number of values

Hope it'll help you !

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Alex Putkov. ♦♦ · Jun 15, 2017 at 09:32 PM 2

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Here's how you can request bid price history for a range of dates:

ek.get_data('IBM.N',['TR.BIDPRICE.date','TR.BIDPRICE'],{'SDate':'2017-06-01', 'EDate':'2017-05-01'})

The values of SDate and EDate parameters can be fixed dates or relative date notations like '-5D', '-1M' etc.

tina.sheth · Jun 15, 2017 at 12:33 PM 0

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Thank you so much!!! This was so helpful!

Answer 2 · 2017-06-15T12:04:48Z

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Answer by Gurpreet · Jun 15, 2017 at 12:04 PM

Only

HIGH, CLOSE, LOW, OPEN, VOLUME

datapoints are available in the timeseries request.

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The get_timeseies function isn't pulling bid and ask price

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