For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
tina.sheth avatar image
1 ●0 ●1 ●3

The get_timeseies function isn't pulling bid and ask price

capture.png

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apierrortime-series
capture.png (66.0 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

2 Answers

Upvote
Accepted
pierre.faurel avatar image
4.3k ●2 ●4 ●5

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 !

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Alex Putkov.1 avatar image Alex Putkov.1

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 avatar image tina.sheth

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

Upvotes
Gurpreet avatar image
16.7k ●42 ●12 ●19

Only

HIGH, CLOSE, LOW, OPEN, VOLUME

datapoints are available in the timeseries request.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.