The get_timeseies function isn't pulling bid and ask price

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  • pf
    pf LSEG
    Answer ✓

    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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