Upgrade from Eikon -> Workspace. Learn about programming differences.

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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 0 0 1

No mid close timeseries data.

Hello there.

It seems you are providing only a close price on the timeseries function.

I need time series of a mid close price.

I think this is because the scripting API service is beta.

Do you have any plan to provide the time series data?

Thank you.

Regards.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitime-series
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.

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question. Thanks, AHS

Hello again!

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

AHS

Upvotes
Accepted
4.3k 2 4 5

Not sure if this is what you want but I rerieve daily Mid Price with get_data() function :

>>> data,err = ek.get_data('KRWQMCD7Y=PREA',['TR.MIDPRICE.Date','TR.ASKPRICE','TR.BIDPRICE','TR.MIDPRICE'], parameters ='SDate':'2017-07-01','EDate':'2017-07-14'})
>>> data
       Instrument                  Date  Ask Price  Bid Price  Mid Price
0  KRWQMCD7Y=PREA  2017-07-03T00:00:00Z      1.855      1.820     1.8375
1  KRWQMCD7Y=PREA  2017-07-04T00:00:00Z      1.880      1.845     1.8625
2  KRWQMCD7Y=PREA  2017-07-05T00:00:00Z      1.880      1.845     1.8625
3  KRWQMCD7Y=PREA  2017-07-06T00:00:00Z      1.880      1.850     1.8650
4  KRWQMCD7Y=PREA  2017-07-07T00:00:00Z      1.940      1.910     1.9250
5  KRWQMCD7Y=PREA  2017-07-10T00:00:00Z      1.915      1.880     1.8975
6  KRWQMCD7Y=PREA  2017-07-11T00:00:00Z      1.910      1.875     1.8925
7  KRWQMCD7Y=PREA  2017-07-12T00:00:00Z      1.905      1.870     1.8875
8  KRWQMCD7Y=PREA  2017-07-13T00:00:00Z      1.875      1.845     1.8600
9  KRWQMCD7Y=PREA  2017-07-14T00:00:00Z      1.880      1.850     1.8650

That seems to match with CLOSE values from get_timeseries() :

>>> ek.get_timeseries('KRWQMCD7Y=PREA','CLOSE', start_date='2017-07-01', end_date='2017-07-14')
KRWQMCD7Y=PREA  CLOSE
Date
2017-07-03      1.820
2017-07-04      1.845
2017-07-05      1.845
2017-07-06      1.850
2017-07-07      1.910
2017-07-10      1.880
2017-07-11      1.875
2017-07-12      1.870
2017-07-13      1.845
2017-07-14      1.850

Regards

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.

Upvotes
166 13 18 21

What is the exact instrument (RIC) you are looking for please?

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.

Upvotes
1 0 0 1

Interest rate swaps. such as KRWQMCD7Y=PREA.

Thank 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.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

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